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QUESTION 4 10 poin A coupon bond that pays interest annually has a par value of

ID: 2657106 • Letter: Q

Question

QUESTION 4 10 poin A coupon bond that pays interest annually has a par value of $1000, matures in 4 years, and has a yield to maturity of 7%. If the coupon rate is 12%, the value of the bond today will be terms. For example, if the answer is $500, write enter 500 as an answer. Note: Express your answers in strictly numerical QUESTION 5 10 poin A coupon bond that pays interest quarterly has a par value of $1000, matures in 4 years, and has a yield to maturity of 7%. If the coupon rate is 5%, the value of the bond today will be terms. For example, if the answer is $500, write enter 500 as an answer. Note: Express your answers in strictly numerical

Explanation / Answer

Answer 4.

Par Value = $1,000

Annual Coupon Rate = 12%
Annual Coupon = 12% * $1,000
Annual Coupon = $120

Time to Maturity = 4 years
Yield to Maturity = 7%

Price of Bond = $120 * PVIFA(7%, 4) + $1,000 * PVIF(7%, 4)
Price of Bond = $120 * (1 - (1/1.07)^4) / 0.07 + $1,000 / 1.07^4
Price of Bond = $1,169.36

Answer 5.

Par Value = $1,000

Annual Coupon Rate = 5%
Quarterly Coupon Rate = 1.25%
Quarterly Coupon = 1.25% * $1,000
Quarterly Coupon = $12.50

Time to Maturity = 4 years or 16 quarters
Annual Yield to Maturity = 7%
Quarterly Yield to Maturity = 1.75%

Price of Bond = $12.50 * PVIFA(1.75%, 16) + $1,000 * PVIF(1.75%, 16)
Price of Bond = $12.50 * (1 - (1/1.0175)^16) / 0.0175 + $1,000 / 1.0175^16
Price of Bond = $930.75

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