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Lance Whittingham IV specializes in buying deep discount bonds. These represent

ID: 3124083 • Letter: L

Question

Lance Whittingham IV specializes in buying deep discount bonds. These represent bonds that are trading at will below par value. He has his eye on a bond issued by the Leisure Time Corporation. The $1,000 par value bond pays 4 percent annual interest and has 18 years remaining to maturity. The current yield to maturity on similar bonds is 14 percent. a. What is the current price of the bonds? b. By what percent will the price of the bonds increase between now and maturity? c. What is the annual compound rate of growth in the value of the bonds? (An approximate answer is acceptable.)

Explanation / Answer

BP at maturity = PV of ( 1000) = 1000

Increase = 183.54 %

CAGR = {(1000/352.68)^(1/15)} - 1 = 7.19%

Future value = FV = 1000 Annual interest = i = 0.04 Yield to maturity = y = 0.14 Number of years = N = 18 Annuity Value = A = 40 Using table get PV_IFA = 6.467 Using table get PV_IF = 0.094 PV of interest = PVA = A*PV_IFA = 258.68 PV of principal = PV = FV * PV_IF = 94 Bond Price = BP = PVA + PV = 352.68