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- Calculate the duration ( Macaulay ) of a 2 - year bond that pays 3 % coupon annually , has a YTM of 10 % and a face value of $ 1,000 Roum decimal places .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 6%. Note: The face value of the bond is $1,000. Specify the unit as well.Please find the price of the following bond: $1,000 face value, 6% semi-annual coupon, 5.5% market rates, and 8 years to maturity.
- Find the duration (in years) of a 4-year bond with the following characteristics: $10,000 face value, 10% coupon paid annually, 12% market rates.Consider a 10-year bond with a face value of $1,000 that has a coupon rate of 5.9%, with semiannual payments. a. What is the coupon payment for this bond? b. Draw the cash flows for the bond on a timeline. a. What is the coupon payment for this bond? The coupon payment for this bond is $ (Round to the nearest cent.)Calculate the prices of the following bonds. Assume the face value in each case is $1 000. c)A 12% p.a. coupon rate, 20 years to maturity and a yield of 10% p.a.
- A 10-year bond with a face value of $1,000 has a coupon rate of 9.0%, with semiannual payments. a. What is the coupon payment for this bond? b. Enter the cash flows for the bond on a timeline. a. What is the coupon payment for this bond? The coupon payment for this bond is $ every six months. (Round to the nearest cent.)Consider a 20-year bond with a face value of $1,000 that has a coupon rate of 5.7%, with semiannual payments. a. What is the coupon payment for this bond? b. Draw the cash flows for the bond on a timeline. (Round to the nearest cent.)Calculate the Macaulay convexity of a ten-year 6% $1,000 bond having annual coupons and a redemption of $1,100 if the yield to maturity is 7%. (Round your answer to three decimal places.)
- A 10-year bond with a face value of $10,000 pays a 5% annual coupon and has a yield (annual interest rate) of 3%. What is the current price of the bond?Suppose that a 20-year 7% bond selling for $816 and held to maturity has reinvestment rate of 6%. Coupon is paid twice a year. Par value is $1,000. What is the annual total return?You are given a ten-year bond which is redeemed at par. The bond pays 6% annual coupons and an effective annual rate of interest equal to 7%. Calculate the Macaulay duration.
