a. Find the duration of a 6% coupon bond making annual coupon payments if it has...
a. Find the duration of a 6% 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. (Do not round intermediate calculations. Round your answers to 3 decimal places.)
Homework Answers
Duartion is the period in which bond price is recovered after cosideing the time Value of Money.
| Year | CF | PVF @10% | Disc CF | Weight | WT * Year |
| 1 | 60 | 0.9091 | 54.54545 | 0.0606 | 0.0606 |
| 2 | 60 | 0.8264 | 49.58678 | 0.0551 | 0.1101 |
| 3 | 60 | 0.7513 | 45.07889 | 0.0501 | 0.1502 |
| 3 | 1000 | 0.7513 | 751.3148 | 0.8343 | 2.5029 |
| Duration | 2.8238 | ||||
Duration is 2.824 Years.
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a. Find the duration of a 6% coupon bond making annual coupon
payments if it has...
a. Find the duration of a 7% coupon bond making annual coupon payments if it has...
a. Find the duration of a 7% coupon bond making annual coupon payments if it has three years until maturity and has a yield to maturity of 7%. Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your answers to 3 decimal places.) 7% ΥTM years b. What is the duration if the yield to maturity is 8.4%? Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your...
Find the duration of a 8% coupon bond making annual coupon payments if it has 3 years until matur...
Find the duration of a 8% coupon bond making annual coupon payments if it has 3 years until maturity and has a yield to maturity of 10%. Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your answers to 3 decimal places.) 10% YTM: Duration = ________ years
Find the duration of a 6% coupon bond making semiannually coupon payments if it has three...
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%. What is the duration if the yield to maturity is 10%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Duration 6% YTM years 10% YTM years
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.) 6% YTM Years 9.4% YTM Years
Find the duration of a 5.0% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 5.0% 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 8.0%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) 6% YTM Years 8% YTM Years
Find the duration of a 7.2% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 7.2% 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 10.0%? Note: The face value of the bond is $100. (Do not round Intermediate calculations. Round your answers to 4 decimal places.) 6% YTM 10% YTM
Find the duration of a 9.0% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 9.0% 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 11.4%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) 10 points 6% YTM Years 11.4% YTM Years eBook Print References
Find the duration of a 4.0% coupon bond making semiannually coupon payments if it has three...
Find the duration of a 4.0% 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 8.0%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) 6% YTM 8% YTM 2.8827 X 2.8792 X Years Years
Problem 16-5 Find the duration of a 4.0% coupon bond making semiannually coupon payments if it...
Problem 16-5 Find the duration of a 4.0% 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 8.0%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Years 6% YTM 8% YTM : Years
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 72% What is the duration if the yield to maturity is 11.2%? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) 7.22 YTM 11.2 YTM
a. Find the duration of a 7% coupon bond making annual coupon payments if it has three years until maturity and has a yield to maturity of 7%. Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your answers to 3 decimal places.) 7% ΥTM years b. What is the duration if the yield to maturity is 8.4%? Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your...
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%. What is the duration if the yield to maturity is 10%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Duration 6% YTM years 10% YTM years
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.) 6% YTM Years 9.4% YTM Years
Find the duration of a 5.0% 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 8.0%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) 6% YTM Years 8% YTM Years
Find the duration of a 7.2% 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 10.0%? Note: The face value of the bond is $100. (Do not round Intermediate calculations. Round your answers to 4 decimal places.) 6% YTM 10% YTM
Find the duration of a 9.0% 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 11.4%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) 10 points 6% YTM Years 11.4% YTM Years eBook Print References
Find the duration of a 4.0% 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 8.0%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) 6% YTM 8% YTM 2.8827 X 2.8792 X Years Years
Problem 16-5 Find the duration of a 4.0% 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 8.0%? Note: The face value of the bond is $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Years 6% YTM 8% YTM : Years
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 72% What is the duration if the yield to maturity is 11.2%? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) 7.22 YTM 11.2 YTM
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