Monday, February 18, 2013

Fi515 Week 3 Homework

Pages 210 - 211

5.1 Jackson Corporations bonds have 12 years stay to maturity. post is gainful annually...? Jackson Corporations bonds have 12 years remaining to maturity. Interest is paid annually, the bonds have a $1,000 par survey, and the verifier interest come out is 8%. The bonds have a fail to maturity of 9%. What is the market price of these bonds?

P = F*r*[1 -(1+i)^-n]/i + C*(1+i)^-n

F = par value
C = maturity value
r = coupon rate per coupon pay period
i = effective interest rate per coupon allowance period
n = number of coupon payments remaining

In this problem F = one thousand. And, since we are not given the maturity value, we can exact that it is the same as the par value. Therefore, C = coulomb0.

r = .08
i = .09
n = 12

Plug the numbers into the equation: light speed0*.08 * (1 - 1.09^-12)/.09 + coulomb0*1.09^-12 = $928.39

5.2 Wilson Wonderss bonds have 12 years remaining to maturity. Interest is paid annually, the bonds have a $1,000 par value, and the coupon interest rate is 10% the bonds sell at a price of $850. What is their ease up to maturity?

Order your essay at Orderessay and get a 100% original and high-quality custom paper within the required time frame.



date to maturity = 12 years
Par value = $1,000
Coupon rate = 10%
Price of the bond = $850
prise of the bond=t=1nPar value*Coupon rate1+YTMt+Par value1+YTMn


assumption:| | |
Par value| $1,000 | |
Coupon rate| 10%| |
Time to maturity| 12| years|
Yield to maturity| 12.475%| |
yr| Coupon payment| Discounted with YTM|
1| $ one hundred | $88.91|
2| $100 | $79.05|
3| $100 | $70.28|
4| $100 | $62.49|
5| $100 | $55.55|
6| $100 | $49.39|
7| $100 | $43.91|
8| $100 | $39.04|
9| $100 | $34.71|
10| $100 | $30.86|
11| $100 | $27.44|
12| $100 | $24.40|
12| $1,000 | $243.97|
| Value of the bond| $850.01|

5-6 The trustworthy risk-free rate is 3%, and inflation is expected to be 3% for the next 2 years. A 2-year Treasury credential yields 6.3%. What is the maturity risk premium for the 2-year security?

r = r* + IP + MRP...If you want to get a full essay, decree it on our website: Orderessay



If you want to get a full essay, wisit our page: write my essay .

No comments:

Post a Comment