Question
In: Finance
Find the duration of a 4.4% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 4.4% coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to maturity of 6.0%. What is the duration if the yield to maturity is 7.0%? Note: The face value of the bond is $100.
Please show steps if possible.
Solutions
jeff jeffy answered 2 years agoRelated Solutions
Find the duration of a 7.4% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 7.4% coupon bond making semiannually
coupon payments if it has three years until maturity and has a
yield to maturity of 6.0%. What is the duration if the yield to
maturity is 9.4%? Note: The face value of the bond is $100. (Do not
round intermediate calculations. Round your answers to 4 decimal
places.)
Find the duration of a 7.0% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 7.0% coupon bond making
semiannually coupon payments if it has three years until
maturity and has a yield to maturity of 6.0%. What is the duration
if the yield to maturity is 8.4%? Note: The face value of the bond
is $100
a. Find the duration of a 6% coupon bond making (semiannually) coupon payments if it has...
a. Find the duration of a 6% coupon bond making
(semiannually) coupon payments if it has three
years until maturity and has a yield to maturity of 6%.
b. What is the duration if the yield to maturity is 10%?
Find the duration of a 3% coupon bond making annual coupon payments if it has three...
Find the duration of a 3% coupon bond making annual
coupon payments if it has three years until maturity and a yield to
maturity of 6.1%. What is the duration if the yield to maturity is
10.1%? (Do not round intermediate calculations. Round your
answers to 4 decimal places.)
YTM
Duration
6.1% YTM
10.1% YTM
Find the duration of a 8% coupon bond making annual coupon payments if it has three...
Find the duration of a 8% coupon bond making annual
coupon payments if it has three years until maturity and a yield to
maturity of 7%.
Find the bond price.
If the market interest rates decrease by .5% per year (i.e. YTM
becomes 6.5%). Use duration formula to find how such interest rate
change will affect the bond price?
Find the new bond price using a financial calculator.
Compare actual and duration predicted bond price changes.
Which change is larger?...
Find the duration of a 3% coupon bond making annual coupon payments if it has three...
Find the duration of a 3% coupon bond making annual
coupon payments if it has three years until maturity and a yield to
maturity of 6.1%. What is the duration if the yield to maturity is
10.1%? (Do not round intermediate calculations. Round your
answers to 4 decimal places.)
YTM
Duration
6.1% YTM
10.1% YTM
Find the duration of a 6% coupon bond making annual coupon payments if it has three...
Find the duration of a 6% coupon bond making annual coupon
payments if it has three years until maturity and a yield to
maturity of 10%.
Find the duration of a 5% coupon bond making annual coupon payments if it has three...
Find the duration of a 5% coupon bond making annual
coupon payments if it has three years until maturity and a yield to
maturity of 6.3%. What is the duration if the yield to maturity is
10.3%?
a. Find the duration of a 10% coupon bond making annual coupon payments if it has...
a. Find the duration of a 10% coupon bond making annual coupon
payments if it has three years until maturity and has a yield to
maturity of 10%. Note: The face value of the bond is $1,000.
b. What is the duration if the yield to maturity is 13%? Note:
The face value of the bond is $1,000.
Find the duration of a 6.0% coupon bond making annual coupon payments if it has four...
Find the duration of a 6.0% coupon bond making annual coupon
payments if it has four years to maturity and a yield to maturity
of 5.0%. (assuming a face value of $1,000)
A.
4.54 Years
B.
4.00 Years
C.
3.82 Years
D.
5.00 Years
E.
3.68 Years
F.
4.48 Years
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