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On June 30, 2007, semiannual secured bonds having a face valueof $200,000, a lif

ID: 2433363 • Letter: O

Question

On June 30, 2007, semiannual secured bonds having a face valueof $200,000, a life of 10 years and a coupon rate of 7% werepurchased to yield 6%. Assume that $214,878.28 was paid for thebonds.

     

a.

What amount of interest revenue should be recorded at the firstinterest receipt date?

b.

What amount of premium (or discount) will be amortized at thefirst interest receipt date?

c.

What is the amount of cash flow at the first interest receiptdate?

a.

What amount of interest revenue should be recorded at the firstinterest receipt date?

b.

What amount of premium (or discount) will be amortized at thefirst interest receipt date?

c.

What is the amount of cash flow at the first interest receiptdate?

Explanation / Answer

Value of Bond Vb=214,878.28 Coupon rate = I= 7% Semi-annual so m=2 YTM = 6%
a. Efective interest rate EAR = (1+Inominal/m)^m-1 =(1+0.07/2)^2 - 1= 1.035^2 - 1= 0.071225=7.1225% As Interest is paid semi-annualy. First interest will be paidon 31 ec'07 & will be 200,000*0.07/2 = $7000
b. As current YTM is 6%, Interest that would have been rxdwould be 214,878.28*0.06/2= $6446.35 So You will amortize a Premium of $7000-$6446.35 = $553.65 on31 Dec'07.
c. Cash flow will be (Source) $7000.
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