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The yield to maturity for 15-year bonds is as follows for four different bond ra

ID: 2779450 • Letter: T

Question

The yield to maturity for 15-year bonds is as follows for four different bond rating categories. Use Appendix B and Appendix D for an approximate answer but calculate your final answer using the formula and financial calculator methods.

The bonds of Falter Corporation were rated as Aaa and issued at par a few weeks ago. The bonds have just received a new rating of Aa1. Determine the new price of the bonds, assuming a 15-year maturity and semiannual interest payments. (Do not round intermediate calculations and round your answer to 2 decimal places.)

What is the price of the bonds?

The yield to maturity for 15-year bonds is as follows for four different bond rating categories. Use Appendix B and Appendix D for an approximate answer but calculate your final answer using the formula and financial calculator methods.

Explanation / Answer

With a Aaa rating at issue, the coupon rate is 9.8% annually or 4.9% semiannually. With a downgrading to Aa1, the new yield to maturity is 10% or 5% semiannually.

     Present value of interest payments

     PVA       = A x PVIFA (n = 30, i = 5%)         Appendix D

     PVA       = $49 x 15.37 = $753.13

     Present value of principal payment at maturity

     PV         = FV x PVIF (n = 30, i = 5%)        Appendix B

     PV         = $1,000 x .231 = $231

     Total present value of the bond

     Present value of interest payments                   $753.13

     Present value of payment at maturity               $231.00

     Total present value or price of the bond          $984.13