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[DOCX File]Chapter 03 - Valuing Bonds - Baylor University
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year 8% bond is worth 108/1.1 = 98.18). No, low-coupon bonds have longer durations (unless there is only one period to maturity) and are therefore more volatile (e.g., if
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[DOC File]Answers to Text Discussion Questions
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The second bond is selling at its par value of $1,000. It pays 12 percent interest and has 20 years to maturity. Its yield to maturity is also 12 percent. The bond is callable at $1,080. a. If the yield to maturity on the deep discount bond goes down by 2 percent to 8 percent, what will the new price of the bond be? Do semiannual analysis. b.
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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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[DOC File]Quantitative Problem Chapter 3
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For a given yield to maturity, a bond’s value rises as its maturity increases. When yield to maturity equals the coupon rate, a bond’s current price equals its face value regardless of years to maturity. 4. Consider a coupon bond that has a $1,000 per value and a coupon rate of 10%.
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[DOCX File]Homework Assignment – Week 2
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Homework Assignment – Week 2. Chapter 3. 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.
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[DOCX File]Homework Assignment – Week 2
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Calculate the present value of a $1,000 zero-coupon bond with five years to maturity if the yield to maturity is 6%. A lottery claims their grand price is $10 million, …
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[DOC File]Chapter Nine - University of Nevada, Reno | University of ...
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1. You have discovered that the price of a bond rose from $975 to $995 when the yield to maturity fell from 9.75 percent to 9.25 percent. What is the duration of the bond? We know . 2. Calculate the duration of a two-year, $1,000 bond that pays an annual coupon of 10 percent and trades at a yield of 14 percent.
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[DOC File]University of Kansas
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On August 1 a portfolio manager has a bond portfolio worth $10 million. The duration of the portfolio in October will be 7.1 years. The December Treasury bond futures price is currently 91-12 and the cheapest-to-deliver bond will have a duration of 8.8 years at maturity.
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Calculate bond worth at maturity