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[DOC File]Fixed-Income Readings
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The yield curve can be represented either by coupon bond yields (par rates), zero coupon bond yields (spot rates), or forward rates. The yield curve shape depends on three determinants: the market's rate expectations, the required bond risk premiums, and the convexity bias.
corporate bond yield by rating

[DOC File]1) The term structure of interest rates is
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when the yield curve is steeply upward sloping, short-term interest rates are expected to rise in the future. when the yield curve is downward sloping, short-term interest rates are expected to decline in the future. buyers of bonds do not prefer bonds of one maturity over …
yield curve for corporate bonds

[DOC File]Solutions to Quiz 2 are after the questions
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A) shape of the bond price curve . B) shape of the yield curve . C) slope of the yield curve . D) shape of the bond dealer . 26. Cache Creek Manufacturing Company is expected to pay a dividend of $3.36 in the upcoming year. Dividends are expected to grow at 8% per year. The riskfree rate of return is 4% and the expected return on the market ...
corporate bond rates today

[DOC File]CHAPTER 7
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a. The bond’s yield to maturity is less than 10 percent. b. The bond’s current yield is greater than 10 percent. c. If the bond’s yield to maturity stays constant, the bond’s price will be the same one year from now. d. Statements a and c are correct. e. None of the statements above is correct. Corporate bonds and default risk Answer: c ...
corporate bond rates

[DOC File]Bonds, Instructor's Manual
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Yield curves can be drawn for government securities or for the securities of any corporation, but corporate yield curves will always lie above government yield curves, and the riskier the corporation, the higher its yield curve. The spread between a corporate yield curve and the treasury curve widens as the corporate bond rating decreases. r.
corporate bond yields us

[DOC File]Chapter 10
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This implies a bond equivalent yield to maturity of: 4.26% ( 2 = 8.52%. Effective annual yield to maturity = (1.0426)2 – 1 = 0.0870 = 8.70%. Since the bond is selling at par, the yield to maturity on a semi-annual basis is the same as the semi-annual coupon, 4%. The bond equivalent yield to maturity is 8%.
moody's corporate bond yield average

[DOC File]Finance 303 – Financial Management
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Suppose the annual yield on a 2-year T-bond is 6%, while that on a 1-year T-bond is 5%. The real risk-free rate (r*) is 3%, and the maturity risk premium is zero. 31. Using the expectation theory, what should be the interest rate on a 1-year T-bond during the second year (or the forward rate between year 1 and year 2)? (c) 9% b. 8% c. 7% d. 6% e.
high quality corporate bond yields

[DOC File]Chapter 7
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Calculate the value of a bond with annual or semiannual interest payments. Calculate the yield to maturity, the yield to call, and the current yield on a bond. Explain why the market value of an outstanding fixed-rate bond will fall when interest rates rise on new bonds of equal risk, or vice versa.
corporate bond yield curve chart

Corporate bond yield curve today