Question

a. What is the duration of a two-year bond that pays an annual coupon of 11.2 percent and has a current yield to maturity of 13.2 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) b. What is the duration of a two-year zero-coupon bond that is yielding 11.5 percent? Use $1,000 as the face value. *please show using financial calculator if possible*

Answer #1

Duration of the Zero Coupon Bond is Always equal to **its
Term**

a. What is the duration of a two-year bond that pays an annual
coupon of 11 percent and has a current yield to maturity of 13.7
percent? Use $1,000 as the face value. (Do not round intermediate
calculations. Round your answer to 4 decimal places. (e.g.,
32.1616)) (in years)
b. What is the duration of a two-year zero-coupon bond that is
yielding 11.5 percent? Use $1,000 as the face value. (in years
)

a. What is the duration of a two-year bond that
pays an annual coupon of 10.3 percent and has a current yield to
maturity of 12.3 percent? Use $1,000 as the face value. (Do
not round intermediate calculations. Round your answer to 4 decimal
places. (e.g., 32.1616))
b. What is the duration of a two-year zero-coupon
bond that is yielding 11.5 percent? Use $1,000 as the face
value.
a.
Duration
years
b.
Duration
years

Problem 3-29 (LG 3-6)
a. What is the duration of a two-year bond that
pays an annual coupon of 10.9 percent and has a current yield to
maturity of 13.5 percent? Use $1,000 as the face value. (Do
not round intermediate calculations. Round your answer to 4 decimal
places. (e.g., 32.1616))
b. What is the duration of a two-year zero-coupon
bond that is yielding 11.5 percent? Use $1,000 as the face
value.

What is the duration of a two-year bond that pays an annual
coupon of 11 percent and has a current yield to maturity of 13.7
percent? Use $1,000 as the face value. (Do not round
intermediate calculations. Round your answer to 4 decimal places.
(e.g., 32.1616))
Duration=? years

a. What is the duration of a two-year bond that pays an annual
coupon of 12 percent and whose current yield to maturity is 13
percent? Use $1,000 as the face value. (Do not round intermediate
calculations. Round your answer to 3 decimal places. (e.g.,
32.161))
b. What is the expected change in the price of the bond if
interest rates are expected to increase by 0.6 percent? (Negative
amount should be indicated by a minus sign. Do not round...

What is the duration of a two-year bond that pays an annual
coupon of 10 percent and whose current yield to maturity is 14
percent? Use $1,000 as the face value. (Do not round
intermediate calculations. Round your answer to 3 decimal places.
(e.g., 32.161)) (ANSWER TO THIS IS 1.9000 AND THAT IS CONFIRMED, I
NEED HELP WITH PART B)
b.
What is the expected change in the price of the bond if interest
rates are expected to decline by...

Consider the following. a. What is the duration of a two-year
bond that pays an annual coupon of 12 percent and whose current
yield to maturity is 14 percent? Use $1,000 as the face value. (Do
not round intermediate calculations. Round your answer to 3 decimal
places. (e.g., 32.161)) Duration of a bond ?
b. What is the expected change in the price of the bond if
interest rates are expected to decline by 0.4 percent? (Negative
amount should be...

Consider the following.
a.
What is the duration of a two-year bond that pays an annual
coupon of 10 percent and whose current yield to maturity is 14
percent? Use $1,000 as the face value. (Do not round
intermediate calculations. Round your answer to 3 decimal places.
(e.g., 32.161))
b.
What is the expected change in the price of the bond if interest
rates are expected to decline by 0.7 percent? (Negative
amount should be indicated by a minus sign....

Financial analysts forecast L Brands (LB) growth for the future
to be 13.4 percent. LB's most recent dividend was $2.20. What is
the fair present value of L Brands’s stock if the required rate of
return is 16.3 percent? (Do not round intermediate calculations.
Round your answer to 2 decimal places. (e.g., 32.16))
____
a. What is the duration of a two-year bond that pays an annual
coupon of 10.7 percent and has a current yield to maturity of 13.1...

a. Find the duration of a 6% coupon bond making annual coupon
payments if it has three years until maturity and has a yield to
maturity of 6%. Note: The face value of the bond is $1,000. (Do not
round intermediate calculations. Round your answers to 3 decimal
places.) b. What is the duration if the yield to maturity is 10%?
Note: The face value of the bond is $1,000. (Do not round
intermediate calculations. Round your answers to 3...

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