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Consider a 2.60 percent TIPS with an issue CPI reference of 194.9. The bond is p

ID: 2641342 • Letter: C

Question

Consider a 2.60 percent TIPS with an issue CPI reference of 194.9. The bond is purchased at the beginning of the year (after the interest payment), when the CPI was 204.8. For the interest payment in the middle of the year, the CPI was 207.8. Now, at the end of the year, the CPI is 211.5 and the interest payment has been made.

  

What is the total return of the TIPS in dollars? (Do not round intermediate calculations and round your final answer to 2 decimal places.)

  

  

What is the total return of the TIPS in percentage? (Do not round intermediate calculations and round your final answer to 2 decimal places.)

  

Consider a 2.60 percent TIPS with an issue CPI reference of 194.9. The bond is purchased at the beginning of the year (after the interest payment), when the CPI was 204.8. For the interest payment in the middle of the year, the CPI was 207.8. Now, at the end of the year, the CPI is 211.5 and the interest payment has been made.

Explanation / Answer

Dollar return = 1000*2.60%/2*207.8/194.9 + 1000*2.60%/2*211.5/194.9 =$27.97

Total return of the TIPS in percentage = 27.97 / 1000

= 2.80%

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