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[DOC File]Quantitative Problem Chapter 3
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1. Calculate the present value of $1,000 zero-coupon bond with 5 years to maturity if the required annual interest rate is 6%. Solution: PV FV/(1 i)n,where FV 1000, i 0.06, n 5
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Problem Set On Chapter 8
The issue has 10 years to maturity and a coupon rate of 10 percent, paid annually. The new agreement allows the firm to pay no interest for 5 years. Then, interest payments will be resumed for the next 5 years. Finally, at maturity (Year 10), the principal plus the interest that was not paid during the first 5 years will be paid.
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[DOC File]Bond Features
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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]Ch - Iowa State University
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1. A bond has a $1,000 par value, 10 years to maturity, a 7 percent annual coupon, and sells for $985. What is its current yield? What is its yield to maturity? Assume that the YTM remains constant for the next 3 years. What will the price be 3-years from today? …
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[DOCX File]Homework Assignment – Week 2
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Calculate the duration of a $1,000, 6% coupon bond with three years to maturity. Assume that all market interest rates are 7%. Consider the bond in the previous question. Calculate the expected price change in interest rates drop to 6.75% using the duration approximation. Calculate the actual price change using discounted cash flows.
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[DOC File]Solutions Guide: Please reword the answers to essay type ...
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Oct 30, 2010 · Bond A has exactly 5 years to maturity, and bond B has 15 years to maturity. a. Calculate the value of bond A if the required return is (1) 8%, (2) 11%, and (3) 14%. b. Calculate the value of bond B if the required return is (1) 8%, (2) 11%, and (3) 14%. c. From your findings in parts a and b, complete the following table, and discuss the ...
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[DOC File]Final Exam Preparation
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x 4 = 0.044059 = 4.4059% ( Make sure you know how to calculate the Swap Rates. 1. Consider an interest-rate swap with these features: maturity is five years, notional principal is $100 million, payments occur every six months, the fixed-rate payer pays a rate of 9.05% and receives LIBOR, while the floating-rate payer pays LIBOR and receives 9%.
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[DOC File]First, you have to do problem 4-9 using a financial calculator
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Because the bond is semiannual, so periods to maturity has to equal number of years to maturity times periods per year. Similarly to periods till callable. You have to calculate the yield to maturity (YTM). To do that, use the rate function in Excel. Either you click on function icon in Tool Bar or go to Insert in the top bar, choose function.
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How to calculate years to maturity