Question

Given the purchase prices, coupons and maturities of four bonds, calculate the yields to maturity to...

Given the purchase prices, coupons and maturities of four bonds, calculate the yields to maturity to you, the investor. Assume a \$1,000 par value. Bonds A, B, and C are semi-annual. Bond D is a zero but calculate its yield with a semi-annual equivalency. Provide your answers to 4 significant digits (example: 6.1234%) Bond A Price 984.00, annual coupon 3%, maturing in 2 years Bond B Price 799.00, annual coupon 6%, maturing in 5 years Bond C Price 767.00, annual coupon 5%, maturing in 10 years Bond D Price 566.34, maturing in 8 years

Here,

 Bond A Bond B Bond C Bond D Buying Price 984 799 767 566.34 Annual Coupon 3% 6% 5% Maturity(yrs) 2 5 10 8 Coupon Frequency Semi Annual Semi Annual Semi Annual Zero
 Face Value 1000 Bond A Bond B Bond C Bond D 06-05-2020 -984 -799 -767 -566 06-11-2020 15 30 25 0 06-05-2021 15 30 25 0 06-11-2021 15 30 25 0 06-05-2022 1015 30 25 0 06-11-2022 30 25 0 06-05-2023 30 25 0 06-11-2023 30 25 0 06-05-2024 30 25 0 06-11-2024 30 25 0 06-05-2025 1030 25 0 06-11-2025 25 0 06-05-2026 25 0 06-11-2026 25 0 06-05-2027 25 0 06-11-2027 25 0 06-05-2028 25 1000 06-11-2028 25 06-05-2029 25 06-11-2029 25 06-05-2030 1025 Rate of Return 3.8753% 11.6982% 8.6813% 7.3604%