Consider a zero-coupon bond issued on 1st of March 2017 with maturity in two years and face value £100 (a) Compute the price on the 1st of March 2017 if the gross yield is 4% p.a. effective. (b) If the bond is issued at a price of £90 and pays capital gains tax at 25%, find the net redemption yield.

Essentials Of Investments
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ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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Chapter1: Investments: Background And Issues
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Consider a zero-coupon bond issued on 1st of March 2017 with maturity in two years and face value £100

(a) Compute the price on the 1st of March 2017 if the gross yield is 4% p.a. effective.

(b) If the bond is issued at a price of £90 and pays capital gains tax at 25%, find the net redemption yield.

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