Question

In: Finance

Find the duration of a bond with settlement date June 15, 2018, and maturity date December...

Find the duration of a bond with settlement date June 15, 2018, and maturity date December 23, 2027. The coupon rate of the bond is 9%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 10%. (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Solutions

Expert Solution

jeff jeffy answered 2 years ago
Next > < Previous

Related Solutions

Find the duration of a bond with settlement date June 15, 2018, and maturity date December...
Find the duration of a bond with settlement date June 15, 2018, and maturity date December 23, 2027. The coupon rate of the bond is 9%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 10%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration: Modified duration:
Find the duration of a bond with settlement date June 14, 2016, and maturity date December...
Find the duration of a bond with settlement date June 14, 2016, and maturity date December 21, 2025. The coupon rate of the bond is 8%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 9%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration
Find the duration of a bond with settlement date June 6, 2016, and maturity date December...
Find the duration of a bond with settlement date June 6, 2016, and maturity date December 5, 2025. The coupon rate of the bond is 9%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 10%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration
Find the duration of a bond with a settlement date of May 27, 2020, and maturity...
Find the duration of a bond with a settlement date of May 27, 2020, and maturity date November 15, 2031. The coupon rate of the bond is 7.5%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 5.5%. Use Spreadsheet 16.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration
Find the duration of a bond with a settlement date of May 27, 2023, and maturity...
Find the duration of a bond with a settlement date of May 27, 2023, and maturity date November 15, 2034. The coupon rate of the bond is 6.5%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 7.5%. Use Spreadsheet 16.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.)
1Find the duration of a bond with a settlement date of May 27, 2020, and maturity...
1Find the duration of a bond with a settlement date of May 27, 2020, and maturity date November 15, 2031. The coupon rate of the bond is 9.5%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 9.0%. Use
What is the modified duration of an 5% bond with 15 years to maturity that is...
What is the modified duration of an 5% bond with 15 years to maturity that is trading at a yield of 8%? Assume that coupon is paid semi-annually. (Keep your answer to 2 decimal places, xx.12.)
Given the following information: Settlement date: 13 August 2001 Treasury bond maturity date: 25/11/2010 Treasury bond...
Given the following information: Settlement date: 13 August 2001 Treasury bond maturity date: 25/11/2010 Treasury bond coupon rate: 6.25 percent, paid semiannually Treasury bond quoted price: 110.20 Futures quoted price: 115.94 Futures expiry date: 28/09/2001 Repo rate: 4.9 percent Assume that the bond has a $100 million face value, and futures contract has a $1 million nominal amount. a) What is the implied repo rate? Interpret your finding. b) What is cash and carry arbitrage trade? Explain the process. c)...
A corporate bond G, is sold for settlement on 16 June 2018. Itis a semi-annual...
A corporate bond G, is sold for settlement on 16 June 2018. It is a semi-annual coupon paying bond with 5% coupon rate. It makes coupon payment on April 10th and October 10th each year. The maturity date of bond G is 10/10/2020.What is its full price, accrued interest and clean price on settlement date if it has 4% yield to maturity (30/360 convention)?
A corporate bond G, is sold for settlement on 16 June 2018. Itis a semi-annual...
A corporate bond G, is sold for settlement on 16 June 2018. It is a semi-annual coupon paying bond with 5% coupon rate. It makes coupon payment on April 10th and October 10th each year. The maturity date of bond G is 10/10/2020.What is its full price, accrued interest and clean price on settlement date if it has 4% yield to maturity (30/360 convention)?
ADVERTISEMENT
Subjects
ADVERTISEMENT
Latest Questions
ADVERTISEMENT