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Kern Corporation\'s 5-year bonds yield 6.80% and 5-year T-bonds yield 3.60%. The

ID: 2621650 • Letter: K

Question

Kern Corporation's 5-year bonds yield 6.80% and 5-year T-bonds yield 3.60%. The real risk-free rate is r* = 2.5%, the default risk premium for Kern's bonds is DRP = 1.90% versus zero for T-bonds, the liquidity premium on Kern's bonds is LP = 1.3%, and the maturity risk premium for all bonds is found with the formula MRP = (t Kern Corporation's 5-year bonds yield 6.80% and 5-year T-bonds yield 3.60%. The real risk-free rate is r* = 2.5%, the default risk premium for Kern's bonds is DRP = 1.90% versus zero for T-bonds, the liquidity premium on Kern's bonds is LP = 1.3%, and the maturity risk premium for all bonds is found with the formula MRP = (t

Explanation / Answer

Inflation premium = Total premium - ( r* + DRP + LP + MRP )

= 6.8 - [ 2.5 + 1.9 +1.3 + (5-1)*0.1 ] = 0.7%