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[DOC File]Bond Features - University of Kentucky
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Calculate a duration for a bond with three years until maturity. 8% of Coupon rate and yield. Calculating Par Value Bond Duration. To calculating Macaulay’s Duration for any other bond: C = annual coupon rate. M = maturity (years) Assume you have a bond with 9% coupon, 8% YTM, and 15 years to maturity. Calculate Macaulay’s Duration.
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[DOCX File]Homework Assignment – Week 2
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Write down the formula that is used to calculate the yield to maturity on a 20-year 10% coupon bond with $1,000 face value that sells for $2,000. Assume yearly coupons. If there is a decline in interest rates, which would you rather be holding, long-term bonds or short-term bonds?
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[DOC File]Answers to Text Discussion Questions
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Assume you bought a bond with a 10 percent coupon rate with 20 years to maturity at a yield to maturity of 14 percent. Further assume 10 years later the yield to maturity is 8 percent. Determine the price of the bond that you initially paid and the bond price with 10 years remaining to maturity. Also, compute the dollar and percentage profit ...
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[DOC File]Bond Prices and Yields - Salisbury University
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A bond with a lower coupon has more interest rate risk than a bond with a higher coupon. Zero coupon bonds. Suppose we have the following bond: Par = $1,000. Coupon rate = 0%. Maturity = 15 years. YTM = 9%. What is the price of the bond? N 15 I 9% Cpt PV -$274.54 Pmt 0 FV 1,000 What is the price of the bond if we use semi-annual compounding?
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[DOC File]University of Kansas
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Bond Principal ($) Time to Maturity (yrs) Annual Coupon ($)* Bond Price ($) 100 0.5 0.0 98 100 1.0 0.0 95 100 1.5 6.2 101 100 2.0 8.0 104 *Half the stated coupon is paid every six months Calculate zero rates for maturities of 6 months, 12 months, 18 months, and 24 months.
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[DOC File]CHAPTER 7
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A bond with 12 years to maturity has a 7 percent semiannual coupon and a face value of $1,000. (That is, the bond pays a $35 coupon every six months.) The bond currently sells for $1,000. What should be the price of a bond with the same risk and maturity that pays a 7 percent annual coupon and has a face value of $1,000? a. $ 990.33. b. $ 996.50
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[DOC File]Bond Pricing
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The formula to price of a pure discount bond is as follows: Value of a Pure Discount Bond = F / (1+r)T. F = the face value of the bond. r = the interest rate. T = years to maturity. Level-Coupon Bond. Unlike pure discount bond, level-coupon bond offer cash payments not just at maturity, but also at regular times in between, as shown in Fig. 2 ...
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[DOC File]Bond Yields and Prices
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A measure of a bond’s lifetime, stated in years, that accounts for the entire pattern (both size and timing) of the cash flows over the life of the bond. The weighted average maturity of a bond’s cash flows needed to recover the cost of the bond. Weights determined by present value of cash flows. Duration depends on three factors. Maturity ...
years to maturity formula

[DOC File]Solutions to Questions and Problems
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To find the price of this bond, we need to realize that the maturity of the bond is 10 years. The bond was issued one year ago, with 11 years to maturity, so there are 10 years left on the bond. Also, the coupons are semiannual, so we need to use the semiannual interest …
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Bond years to maturity formula