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The Pennington Corporation issued a new series of bonds on January 1, 1993. The

ID: 2613834 • Letter: T

Question

The Pennington Corporation issued a new series of bonds on January 1, 1993. The bonds were sold at par ($1,000), had a 12% coupon, a matured in 30 years on December 31, 2022. Coupon payments are made semiannually (on June 30 and December 31)

Assume that you plan to purchase an outstanding Pennington Bond on March 1, 2010, when the going rate of interest given its risk is 15.5%. How large a check must you write to complete the transaction? ( hint: do not forget the accrued interest). Sovle using a financial calculator.

Explanation / Answer

Discount rate is

15.50%

Coupon rate for bond is

12%

Bond face value is

1000

Interest for 6months is

60

Interest accrude upto march1,2000

20

Discount receivable on june 30 is

60

Discount factor for 4 months is

0.95

PV of interest is

57.05

Already accrued is

20

Blance amount is

37.05

Accumalated PV factor for remaining period is

10.90673954

Interest to be received for every 6m is

60

Value of interest on 30th june 2010 is

654.4043725

PV factor for the end of the period is

0.1545

PV value bond redemption is

154.5

Total value as on 30th june 2010 is

808.9043725

PV as on 1st march 2010 is

769.1642211

Present value of bond is

806.22

Date

PV factors as on 30th june 2010

31st dec 2010

0.928074246

30th june 2011

0.861321806

31st dec 2011

0.799370586

30th june 2012

0.741875253

31st dec 2012

0.688515316

30th june 2013

0.638993333

31st dec 2013

0.593033256

30th june 2014

0.550378892

31st dec 2014

0.510792475

30th june 2015

0.474053341

31st dec 2015

0.439956697

30th june 2016

0.40831248

31st dec 2016

0.378944297

30th june 2017

0.351688442

31st dec 2017

0.326392986

30th june 2018

0.302916924

31st dec 2018

0.281129396

30th june 2019

0.260908952

31st dec 2019

0.242142879

30th june 2020

0.22472657

31st dec 2020

0.208562942

30th june 2021

0.193561895

31st dec 2021

0.17963981

30th june 2022

0.166719081

31st dec 2022

0.154727686

Discount rate is

15.50%

Coupon rate for bond is

12%

Bond face value is

1000

Interest for 6months is

60

Interest accrude upto march1,2000

20

Discount receivable on june 30 is

60

Discount factor for 4 months is

0.95

PV of interest is

57.05

Already accrued is

20

Blance amount is

37.05

Accumalated PV factor for remaining period is

10.90673954

Interest to be received for every 6m is

60

Value of interest on 30th june 2010 is

654.4043725

PV factor for the end of the period is

0.1545

PV value bond redemption is

154.5

Total value as on 30th june 2010 is

808.9043725

PV as on 1st march 2010 is

769.1642211

Present value of bond is

806.22

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