Today is 1 July, 2019. Latha has a portfolio which consists of two different types of financial instruments (h Latha purchased all instruments on 1 July 2013 to create this portfolio, which is composed of 35 units of in • Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity • Instrument B is a Treasury bond with a coupon rate of j2 = 4.87% p.a. and a face value of $100. This b Calculate the current price of instrument B per $100 face value. Round your answer to four decimal place received her coupon payment.
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- Today is 1 July, 2019. Chrissi has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Chrissi purchased all instruments on 1 July 2010 to create this portfolio, which is composed of 32 units of instrument A and 42 units of instrument B. • Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. • Instrument B is a Treasury bond with a coupon rate of j2 = 3.42% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022. Calculate the current price of instrument A per $100 face value. Round your answer to four decimal places. Assume the yield rate is j₂ = 4.32% p.a. a. $45.3531 b. $66.6290 c. $44.3942 O d. $44.7730Today is 1 July, 2019. Camilla has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Camilla purchased all instruments on 1 July 2011 to create this portfolio, which is composed of 22 units of instrument A and 22 units of instrument B. • Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. • Instrument B is a Treasury bond with a coupon rate of j2=3.46% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022. What is the duration of instrument B? Express your answer in terms of years and round your answer to three decimal places. Assume a yield rate of j2=2.99% p.a. a. 4.834 years b. 2.876 years c. 5.753 years d. 2.417 yearsToday is 1 July, 2019. Hélène has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Hélène purchased all instruments on 1 July 2013 to create this portfolio, which is composed of 34 units of instrument A and 39 units of instrument B. • Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. • Instrument B is a Treasury bond with a coupon rate of j2 = 4.87% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022. Calculate the current price of instrument B per $100 face value. Round your answer to four decimal places. Assume the yield rate is j2 = 2.2% p.a. and Hélène has just received her coupon payment. O a. $108.8953 O b. $122.7773 O c. $107.7104 O d. $106.4603
- Today is 1 July, 2019. Katrina has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Katrina purchased all instruments on 1 July 2011 to create this portfolio, which is composed of 28 units of instrument A and 44 units of instrument B. • Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. • Instrument B is a Treasury bond with a coupon rate of j2 = 2.16% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022. Calculate the current price of instrument A per $100 face value. Round your answer to four decimal places. Assume the yield rate is j2 = 4.03% p.a. O a. $47.2049 O b. $48.7635 O c. $49.7461 O d. $68.4516Today is 1 July, 2019. Siobhán has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Siobhán purchased all instruments on 1 July 2012 to create this portfolio, which is composed of 34 units of instrument A and 28 units of instrument B. • Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. • Instrument B is a Treasury bond with a coupon rate of J₂=4.18% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022. Calculate the current duration of Siobhán's portfolio using a yield to maturity of j₂=4.52% p.a. Express your answer in terms of years and round your answer to two decimal places. O a. 5.23 years b. 7.00 years O c. 5.56 years O d. 6.49 years2
- Today is 1 July 2021. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2017 to create this portfolio and this portfolio is composed of 385 units of instrument A and 334 units of instrument B. • Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. • Instrument B is a Treasury bond with a coupon rate of j₂ = 2.99% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2024. (a) Calculate the current price of instrument A per $100 face value (today's value). Round your answer to four decimal places. Assume the yield rate is j₂ =4.07% p.a. a. 60.4325 b. 50.7535 O c. 59.2273 O d. 71.0009Today is 1 July 2021. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2017 to create this portfolio and this portfolio is composed of 385 units of instrument A and 334 units of instrument B. • Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. • Instrument B is a Treasury bond with a coupon rate of j2 = 2.99% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2024. (a) Calculate the current price of instrument A per $100 face value (today's value). Round your answer to four decimal places. Assume the yield rate is j₂ =4.07% p.a. a. 60.4325 O b. 50.7535 c. 59.2273 ○ d. 71.0009Today is 1 July 2021. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2017 to create this portfolio and this portfolio is composed of 385 units of instrument A and 334 units of instrument B. • Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. • Instrument B is a Treasury bond with a coupon rate of j2 = 2.99% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2024. (b) Calculate the current price of instrument B per $100 face value (today's value). Round your answer to four decimal places. Assume the yield rate is j₂ = 4.07% p.a. and Joan has just received the coupon payment. a. 96.9788 O b. 98.9523 ○ c. 93.8860 ○ d. 97.4573
- Today is 1 July 2021. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2017 to create this portfolio and this portfolio is composed of 385 units of instrument A and 334 units of instrument B. • Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. • Instrument B is a Treasury bond with a coupon rate of j₂ = 2.99% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2024. (c) What is the current duration of instrument B? Express your answer in terms of years and round your answer to three decimal places. Assume the yield rate is j₂ = 4.07% p.a. a. 2.890 O b. 4.853 ○ c. 2.426 ○ d. 5.779Today is 1 July 2021. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2017 to create this portfolio and this portfolio is composed of 385 units of instrument A and 334 units of instrument B. • Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. Instrument B is a Treasury bond with a coupon rate of j₂ = 2.99% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2024. (b) Calculate the current price of instrument B per $100 face value (today's value). Round your answer to four decimal places. Assume the yield rate is j₂ = 4.07% p.a. and Joan has just received the coupon payment. a. 96.9788 O b. 98.9523 c. 93.8860 O d. 97.4573Today is 1 July 2021. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2016 to create this portfolio and this portfolio is composed of 242 units of instrument A and 455 units of instrument B. Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. Instrument B is a Treasury bond with a coupon rate of j2 = 3.14% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2024. (a) Calculate the current price of instrument A per $100 face value (today's value). Round your answer to four decimal places. Assume the yield rate is j2 =3.93% p.a.