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A 30-year maturity bond making annual coupon payments with a coupon rate of 15.3

ID: 455616 • Letter: A

Question

A 30-year maturity bond making annual coupon payments with a coupon rate of 15.3% has duration of 9.97 years and convexity of 144.9. The bond currently sells at a yield to maturity of 10%.

the price of the bond if its yield to maturity falls to 9% is $1647.24.

a) What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

b) What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

c) What is the percent error for each rule? (Enter your answer as a positive value. Do not round intermediate calculations. Round "Duration Rule" to 2 decimal places and "Duration-with-Convexity Rule" to 3 decimal places.)

Percent Error


d) If the price of the bond if it's yield to maturity rises to 11%, it would be $1373.83. What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

e) What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

f) What is the percent error for each rule? (Do not round intermediate calculations. Round "Duration Rule" to 2 decimal places and "Duration-with-Convexity Rule" to 3 decimal places.)

Percent Error

Percent Error

YTM      Duration Rule      Duration-with-
    Convexity Rule 9% %   %  


d) If the price of the bond if it's yield to maturity rises to 11%, it would be $1373.83. What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

e) What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

f) What is the percent error for each rule? (Do not round intermediate calculations. Round "Duration Rule" to 2 decimal places and "Duration-with-Convexity Rule" to 3 decimal places.)

Percent Error

YTM      Duration Rule      Duration-with-
    Convexity Rule 11% %   %  

Explanation / Answer

Lets calculate the bond price

Bond price P0 = C* [ 1- 1/(1+i)^n] /i + M / (1+i)^n

Where

C = coupon payment = 15.3% of $1000 = $153
n = number of payments = 30
i = interest rate, or required yield = 10% or 0.1
M = value at maturity, or par value = $ 1000

Bond Price = 153 * [1 – 1 /(1+0.1)^30] /0.1 + 1000 / (1+0.1)^30

= $ 1442.32 + $ 57.31   = $ 1499.63

the price of the bond if its yield to maturity falls to 9% is $1647.24.

(a)the price predicted by the duration rule

we have duration = 9.97 years and y is yield to maturity = 10%

Predicted price change = – Duration * (change in y)/(1+y)* P0

= - 9.97 *( -0.01)/(1.10) * $ 1499.63

= $ 135.92

Therefore, predicted new price = $135.92 + $1499.63 = $1635.55

(b)

Using Duration-with-Convexity Rule, assuming yield to maturity falls to 9%

Predicted price change

= [( – Duration * change in y/(1+y) ) + (0.5 * convexity *(change in y)^2)] * P0

=[ ( - 9.97 * (-0.01) /(1 +0.1) ) + (0.5 * 144.9 * (-0.01)^2)] * 1499.63

= 146.79

Therefore, predicted price = 146.79 + 1499.63 = $1646.42

(c) What is the percent error for each rule

Percent Error

YTM

     Duration Rule

     Duration-with-
    Convexity Rule

9%

[(1647.24 – 1635.55)/1647.24] * 100 = 0.71%  

[(1647.24 – 1646.42)/1647.24] * 100 = 0.05%  

the price of the bond if its yield to maturity falls to 9% is $1647.24.

(d) If the price of the bond if it's yield to maturity rises to 11%, it would be $1373.83. The price predicted by the duration rule

we have duration = 9.97 years and y is yield to maturity = 10%

Predicted price change = – Duration * (change in y)/(1+y)* P0

= - 9.97 *( 0.01)/(1.10) * $ 1499.63

= - $ 135.92

Therefore, predicted new price = - $135.92 + $1499.63 = $1363.71

(e)

Using Duration-with-Convexity Rule, assuming yield to maturity rises to 11%

Predicted price change

= [( – Duration * change in y/(1+y) ) + (0.5 * convexity *(change in y)^2)] * P0

=[ ( - 9.97 * (0.01) /(1 +0.1) ) + (0.5 * 144.9 * (0.01)^2)] * 1499.63

= - 125.06

Therefore, predicted price = - 125.06 + 1499.63 = $1374.57

(f) What is the percent error for each rule

Percent Error

YTM

     Duration Rule

     Duration-with-
    Convexity Rule

9%

[(1373.83 – 1363.71)/1373.83] * 100 = 0.74%  

[(1373.83 – 1374.57)/1373.83] * 100 = - 0.054%  

Percent Error

YTM

     Duration Rule

     Duration-with-
    Convexity Rule

9%

[(1647.24 – 1635.55)/1647.24] * 100 = 0.71%  

[(1647.24 – 1646.42)/1647.24] * 100 = 0.05%  

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