What is the yield to maturity on a Treasury STRIPS with 12 years
to maturity and a quoted price of 59.705? (Do not round
intermediate calculations. Enter your answer as a percent rounded
to 2 decimal places.)
A Treasury STRIPS matures in 7 years and has a yield to maturity
of 11.9 percent. Assume the par value is $100,000. a. What is the
price of the STRIPS? (Do not round intermediate calculations. Round
your answer to 2 decimal places.) b. What is the quoted price? (Do
not round intermediate calculations. Round your answer to 3 decimal
places.)
Today (10/13/20), the prices on zero-coupon US Treasury STRIPS
are as follows: Maturity Price Effective Annual In years (per $1000
in face value) YTM 1 985.000 ______________ 2 952.000
______________ 3 917.500 ______________ 4 871.442 .0350000 5
821.927 .0400000 Questions: a. What are the yields to maturity for
each of these zeros? Fill in the banks above. (3 points, 1 point
each) b. You think that short-term interest rates will rise over
the next year. In particular, you think that...
A.) What is the price of a Treasury STRIPS with a face value of
$100 that matures in 12 years and has a yield to maturity of 6.5
percent? (Do not round intermediate calculations. Round
your answer to 2 decimal places.)
B.) A Treasury STRIPS is quoted at
93.333 and has 4 years until maturity. What is the yield to
maturity? (Do not round intermediate calculations. Enter
your answer as a percent rounded to 2 decimal
places.)
what is the yield to maturity on a 6% semiannual coupon bond
with 13 years to maturity assuming that the current price of the
bond is 915.55 and the bond has a par value of 1000
What is the price of a Treasury STRIPS with a face value of
$100,000 that matures in 14 years and has a yield to maturity of 10
percent?
(Do not round intermediate calculations. Round your answer to 2
decimal places.)
A BBB-rated corporate bond has a yield to maturity of 7.1 %. A
U.S. treasury security has a yield to maturity of 5.2 %. These
yields are quoted as APRs with semiannual compounding. Both bonds
pay semi-annual coupons at a rate of 5.8 % and have five years to
maturity. a. What is the price (expressed as a
percentage of the face value) of the treasury bond?b. What is the price (expressed as a
percentage of the face value) of...
. You buy a 13%, 7-year bond with a yield to maturity of 10.5%.
What is the price on this bond? Two years later, the yield to
maturity on the bond is 9%. What is the price of the bond at this
time? Calculate your percentage return on this bond if you sell at
this time.
.
What is price of Treasury Strips with a face value of $10,000
that matures in 6.5 years with a yield to maturity of 4.3%? How
much does the price change if the yield to maturity is only
3.2%?
What is the yield to maturity if the price of the Strips is
$7,849? How much would the price be if this YTM was applied to a
8.5 year maturity instead of 6.5?