What s the 10 year treasury rate today

    • [DOC File]Index of [finpko.ku.edu]

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      Year 0: 90 − 2×80 = −70. Year 10: 200 – 100 = 100 because the coupons cancel out. $100 in 10 years time is equivalent to $70 today. The 10-year rate, R, (continuously compounded) is therefore given by . The rate is . or 3.57% per annum. Problem 4.17.

    • [DOC File]Exam-type questions

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      a. 20-year, zero coupon bond. * b. 10-year, zero coupon bond. c. 20-year, 10 percent coupon bond. d. 20-year, 5 percent coupon bond. The longer the maturity of a bond, the more of an effect a change in interest rates will have on it. The reason for this is that the price change is compounded into the bond price for more periods.

    • [DOC File]San Francisco State University

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      d. The yield on the 10-year Treasury bond is less than the yield on a 1-year Treasury bond. e. It is impossible to tell without knowing the relative default risks of the two Treasury bonds. 7. Find the current yield and the capital gains yield for a 10-year, 10% annual coupon bond that sells for $900, and has a face value of $1,000. 10%, 0.67%

    • [DOC File]CHAPTER 10: THE SOCIAL DISCOUNT RATE

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      An individual’s MRTP is the proportion of additional consumption that an individual requires in order to be willing to postpone (a small amount of) consumption for one year. Equality of Discount Rates in Perfect Markets. In a perfectly competitive capital market, an individual’s MRTP equals the market interest rate, i, as shown in Figure 10.1.

    • [DOC File]CHAPTER 1

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      Note that the cash flows from this strategy are exactly what one would expect from signing a contract today to invest $100 million in four years, for a time period of one year, at today’s forward rate for year 5 (8.20%). With $108.2 million available, the firm can cover the payment of $107 million at t = 5.

    • [DOC File]CHAPTER 7

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      A 10-year 10 percent coupon bond has less reinvestment rate risk than a 10-year 5 percent coupon bond (assuming all else equal). b. The total return on a bond for a given year arises from both the coupon interest payments received for the year and the change in the value of the bond from the beginning to the end of the year.

    • [DOC File]CHAPTER 10: THE SOCIAL DISCOUNT RATE

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      An individual’s MRTP is the proportion of additional consumption that an individual requires in order to be willing to postpone (a small amount of) consumption for one year. Equality of Discount Rates in Perfect Markets. In a perfectly competitive capital market, an individual’s MRTP equals the market interest rate, i, as shown in Figure 10.1.

    • [DOCX File]Faculty Personal Web Page Listings - Texas A&M University ...

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      The one-year Treasury (risk-free) interest rate in the U.S. is presently 6%, while the one-year Treasury interest rate in Switzerland is 13%. The spot rate of the Swiss franc is $.80. Assume that you believe in the international Fisher effect. You will receive 1 million Swiss francs in one year.

    • [DOC File]Bonds, Instructor's Manual

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      n. What is reinvestment rate risk? Which has more reinvestment rate risk, a 1-year bond or a 10-year bond? Answer: Investment rate risk is defined as the risk that cash flows (interest plus principal repayments) will have to be reinvested in the future at rates lower than today's rate.

    • [DOC File]Index of [finpko.ku.edu]

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      The 3-year risk-free interest rate is 3.7% with continuous compounding. From equation (4.10), the value of the FRA is therefore . or $4,474.69. Problem 4.16. A 10-year, 8% Treasury coupon bond currently sells for $90. A 10-year, 4% coupon Treasury bond currently sells for $80. What is the 10-year zero rate?

    • [DOC File]Exam 1 – Version 2 – Finance 3320 – Summer 2010

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      b. If both 2-year and 3-year Treasury rates are 7%, then 5-year rates must also be 7%. c. If 1-year rates are 6% and 2-year rates are 7%, then the market expects 1-year rates to be 6.5% in one year. d. Reinvestment rate risk is higher on long-term bonds, and interest rate price risk is higher on short-term bonds. e.

    • [DOC File]CHAPTER 10

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      In late January 1996, The Union Cosmos Company is considering the sale of $100 million in 10-year debentures that will probably be rated AAA like the firm’s other bond issues. The firm is anxious to proceed at today’s rate of 10.5 percent. As treasurer, you know that it will take until sometime in April to get the issue registered and sold.

    • [DOCX File]Valuation: Measuring and Managing the Value of Companies

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      This number is the Series ID for the 10-Year Treasury Inflation-Indexed Security. Using FRED data, determine the yield-to-maturity as of January 1, 2010. Next, type “GS10” in the database search box, which is the Series ID for a comparable 10-Year Treasury. What is the yield-to-maturity for the 10-year Treasury bond as of January 1, 2010?

    • [DOC File]ch8man.wpd

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      c. Price = 100. When the coupon rate and yield to maturity are the same, the bond sells at par value (i.e. the price equals the face value of the bond). 2. Assume six months ago the US Treasury yield curve was flat at a rate of 4% per year (with annual compounding) and you bought a 30-year US Treasury bond. Today it is flat at a rate of 5% per ...

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