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[DOC File]Bonds, Instructor's Manual
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, which is more or less a weighted average of the maturities of all the bond’s cash flows. Excel has a Financial function for duration; see the Excel model for this question, where we show that the duration of an 50-year zero coupon bond is 50 years while the duration for a 50-year, 8.5% bond is only 12 years.
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[DOC File]Chapter 1 -- An Introduction To Financial Management
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Coupon interest rate: the percentage of the par value of the bond paid out annually . to the bondholder in the form of interest. Coupon payment (INT): annual interest payment. Fixed rate bonds vs. floating rate bonds. Zero coupon bond: a bond that pays no interest but sold at a discount below par. For example, a 6-year zero-coupon bond is ...
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[DOC File]Quiz 1: Fin 819-02
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A) Net present value (NPV) of the bond . B) Internal rate of return (IRR) of the bond . C) Modified internal rate of return (MIRR) of the bond . D) Payback period. E) None of the above . Answer: B. 18. Consider a bond with a face value of $1,000, a coupon rate of 0%, a yield to maturity of 9%, and seven years to maturity. This bond's duration ...
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[DOCX File]Transtutors
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Describe the relationship between interest rates and bond prices. Describe the differences between a coupon bond and a zero coupon bond. Use references to support your responses as needed. Be sure to cite all references using correct APA style. BOND . Problems. In either a Word document or Excel spreadsheet, complete the following problems.
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[DOC File]NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS
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2) (Constructing portfolios of the coupon bonds that synthesize positions in a zero-coupon bonds) Consider the equations that determine the par amounts of bonds #1, #2, and #3 in a portfolio that synthesizes a long position in $100 par of a zero-coupon bond (zero) maturing at time 1.5.
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[DOCX File]1 - Tulane University
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A U.S. Treasury bond has 8 years remaining until it matures. The face value of this bond is $100,000 and its coupon rate is 3.25%. If a bond dealer quotes prices of 101:16 and 101:18, what is this bond’s yield-to-maturity based on its ask price?
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[DOC File]BONDS & L-T NOTES
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1/20 * $2.3M = $115,000 Zero-coupon bonds. A very deep discounted bond. The difference between the selling price and the face of the bond is the interest demanded by investors that is not paid until maturity.
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[DOC File]Index of [finpko.ku.edu]
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stock by offering investors a zero-coupon bond plus a bull spread created from calls. The. risk-free rate is 4% and the stock price volatility is 25%. The low-strike-price option in. the bull spread is at the money. What is the maximum ratio of the high strike price to the. …
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[DOC File]Index of [finpko.ku.edu]
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The zero rate is the yield on a zero-coupon bond. When the yield curve is upward sloping, the yield on an N-year coupon-bearing bond is less than the yield on an N-year zero-coupon bond. This is because the coupons are discounted at a lower rate than the N-year rate and drag the yield down below this rate.
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Zero coupon bond calculator excel