You have purchased a bond with 6 year maturity, 6% coupon rate, $1000 face value, and semi-annual payments for $975.48.
Two years later, when the YTM=7.2%, you sell the bond.
What was your average annual realized yield on the bond, if you were able to reinvest coupons at 6.5%? [Provide your answer in percent rounded to two decimals, omitting the % sign.]
=((6%*1000/6.5%*(1.0325^4-1)+6%*1000/7.2%*(1-1/1.036^8)+1000/1.036^8)/(975.48))^(1/2)-1
=5.4598%
You have purchased a bond with 6 year maturity, 6% coupon rate, $1000 face value, and...
You have purchased a bond with 23 year maturity, 2% coupon rate, $1000 face value, and semi-annual payments for $834.72 Two years later, when the YTM=2.5%, you sell the bond. What was your average annual realized yield on the bond, if you were able to reinvest coupons at 3%? [Provide your answer in percent rounded to two decimals, omitting the % sign.]
Two years ago you have purchased a bond with $1000 par, semi-annual coupons with a coupon rate of 8% and maturity of 20 years for $ 1,200. Calculate your holding period return for this bond over the last two years, if you were able to reinvest coupons at 11% and the current YTM is 7%!
A bond face value is $1000, with a 6-year maturity. Its annual coupon rate is 7% and issuer makes semi-annual coupon payments. The annual yield of maturity for the bond is 6%. The bond was issued on 7/1/2017. An investor bought it on 8/1/2019. Calculate its dirty price, accrued interests, and clean price.
You own a bond with the following features: 5 years to maturity, face value of $1000, coupon rate of 2% (annual coupons) and yield to maturity of 6.3%. If you expect the yield to maturity to remain at 6.3%, what do you expect the price of the bond to be in two years? Enter the answer in dollars, rounded to the nearest cent (2 decimals).
A 30-year bond was issued 21 years ago. The bond's face value is $1000 and it pays semi-annual coupons. The coupon rate is 7.6% and the yield to maturity is 6.4%. What is the bond's price assuming no default? [Provide your answer rounded to two digits.]
You currently own a 25-year maturity Government of Canada bond with a face value of $1000 that was issued Oct 15, 2015 (i.e. 5 years ago) with a 6% coupon paid semi-annually. The current price of the bond is $1075. a) What is the current YTM of this Government of Canada bond? Assume semi-annual compounding. b) You also own a Corporate bond that will mature in 20 years. It also pays a semi-annual coupon of 6% and has a face...
A bond is paying $20 coupon every six month. The bond's face value is $1000 and it has 5 years to maturity. By what percentage will the price of the bond change, if the current YTM of 10% decreases to 8.5% due to a credit rating upgrade? (Provide your answer in percent rounded to two decimals, omitting the % sign.)
A bond is paying $40 coupon every six month. The bond's face value is $1000 and it has 5 years to maturity. By what percentage will the price of the bond change, if the current YTM of 10% decreases to 9% due to a credit rating upgrade? (Provide your answer in percent rounded to two decimals, omitting the % sign.)
A bond is paying $80 coupon every six month. The bond's face value is $1000 and it has 5 years to maturity. By what percentage will the price of the bond change, if the current YTM of 10% decreases to 8% due to a credit rating upgrade? (Provide your answer in percent rounded to two decimals, omitting the % sign.)
25-year bond has a $1,000 face value, a 10% yield to maturity, and an 8% annual coupon rate, paid semi-annually. What is the market value of the bond? Suppose a bond with a 10% coupon rate and semiannual coupons, has a face value of $1000, 20 years to maturity and is selling for $1197.93. What’s the YTM?