Question

A 10-year corporate bond has a coupon rate of 6% with annual payments. If interest rates...

A 10-year corporate bond has a coupon rate of 6% with annual payments. If interest rates rise to 7% on similar bonds then what is the value of the bond in the marketplace?

A 10-year corporate bond has a coupon rate of 6% with annual payments. If interest rates rise to 5% on similar bonds then what is the value of the bond in the marketplace?

A 10-year corporate bond has a coupon rate of 6% with semi-annual payments. If interest rates rise to 7% on similar bonds then what is the value of the bond in the marketplace?

A 10-year corporate bond has a coupon rate of 6% with semi-annual payments. If interest rates rise to 5% on similar bonds then what is the value of the bond in the marketplace?

A 10-year corporate bond has a coupon rate of 6% with annual payments. If the current value of the bond in the marketplace is $900, then what is the Yield-to-Maturity (YTM)?

A 10-year corporate bond has a coupon rate of 6% with annual payments. If the current value of the bond in the marketplace is $1100, then what is the Yield-to-Maturity (YTM)

A 10-year corporate bond has a coupon rate of 6% with semi-annual payments. If the current value of the bond in the marketplace is $900, then what is the Yield-to-Maturity (YTM)?

Homework Answers

Answer #1

Answer to Question 1:

Par Value = $1,000

Annual Coupon Rate = 6.00%
Annual Coupon = 6.00% * $1,000
Annual Coupon = $60

Time to Maturity = 10 years
Annual Interest Rate = 7.00%

Current Price = $60 * PVIFA(7.00%, 10) + $1,000 * PVIF(7.00%, 10)
Current Price = $60 * (1 - (1/1.07)^10) / 0.07 + $1,000 / 1.07^10
Current Price = $60 * 7.023582 + $1,000 * 0.508349
Current Price = $929.76

Answer to Question 2:

Par Value = $1,000

Annual Coupon Rate = 6.00%
Annual Coupon = 6.00% * $1,000
Annual Coupon = $60

Time to Maturity = 10 years
Annual Interest Rate = 5.00%

Current Price = $60 * PVIFA(5.00%, 10) + $1,000 * PVIF(5.00%, 10)
Current Price = $60 * (1 - (1/1.05)^10) / 0.05 + $1,000 / 1.05^10
Current Price = $60 * 7.721735 + $1,000 * 0.613913
Current Price = $1,077.22

Answer to Question 3:

Par Value = $1,000

Annual Coupon Rate = 6.00%
Semiannual Coupon Rate = 3.00%
Semiannual Coupon = 3.00% * $1,000
Semiannual Coupon = $30

Time to Maturity = 10 years
Semiannual Period = 20

Annual Interest Rate = 7.00%
Semiannual Interest Rate = 3.50%

Current Price = $30 * PVIFA(3.50%, 20) + $1,000 * PVIF(3.50%, 20)
Current Price = $30 * (1 - (1/1.035)^20) / 0.035 + $1,000 / 1.035^20
Current Price = $30 * 14.212403 + $1,000 * 0.502566
Current Price = $928.94

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