A 4.9% bond matures in 10 years. The bond pays coupons semiannually, and has a YTM of 4.9%. The price of the bond is $_________. Do not round any intermediate work. Round your *final* answer to 2 decimal places (example: 1234.567 = 1234.57). Do not enter the $ sign. Margin of error for correct responses: +/- .05.
A 4.9% bond matures in 10 years. The bond pays coupons semiannually, and has a YTM...
A(n) 9.2% bond matures in 5 years and has a current yield (not YTM) of 5.5%. The bond's current trading price is $ Do not round any intermediate work. Round your final answer to 2 decimal places (example: 1234.567 1234.57). Do not enter the $ sign. Margin of error for correct responses/lt/.05. NOTE: You should refer to the definition of "current yield" from your class notes. The definition in your textbook should be ignored, as it might cause confusion.
A(n) 9.7% bond with 5 years left to maturity has a YTM of 9.2%. The bond's price should be $__________. You should assume that the coupon payments occur semiannually. Do not round any intermediate work. Round your *final* answer to 2 decimal places (example: 1234.567 = 1234.57). Do not enter the $ sign. Margin of error for correct responses: +/- .05.
A bond with 7 years left to maturity is trading for $967. It pays coupons semiannually. Its YTM is currently 3.6%. The coupon rate for this bond must be ________%. Do not round any intermediate work. Round your *final* answer to 2 decimal places (example: .1234567 = 12.35). Do not enter the % sign. Margin of error for correct responses: +/- .03%.
A 10-year 5.3% coupon bond was issued 1 years ago. Similarly risky bonds are yielding 5.6%. Assume semi-annual coupon payments. The bond's price should be $___________. Do not round any intermediate work. Round your *final* answer to 2 decimal places (example: 1234.567 = 1234.57). Do not enter the $ sign. Margin of error for correct responses: +/- .05.
Question 4 5 pts semi-annual coupon payments. The bond's price should be $. Do not round any intermediate work. Round your "final" answer to 2 decimal places (example: 1234.567 - 1234.57). Do not enter the $ sign. Margin of error for correct responses: +/-.05.
A 10% coupon bond that pays coupons semiannually, matures in 5 years, and its yield-to-maturity is 8%. The bond has a face value of $1000. What is the intrinsic value of the bond today?
Calculate the Macaulay duration of a 10%, $1,000 par bond that matures in three years if the bond's YTM is 12% and interest is paid semiannually. Calculate this bond's modified duration (years). Do not round intermediate calculations. Round your answer to two decimal places. Assuming the bond's YTM goes from 12% to 10.5%, calculate an estimate of the price change. Do not round intermediate calculations. Round your answer to three decimal places (in %). Use a minus sign to enter...
Current Yield with Semiannual Payments A bond that matures in 9 years sells for $950. The bond has a face value of $1,000 and a yield to maturity of 10.8853%. The bond pays coupons semiannually. What is the bond's current yield? Do not round intermediate calculations. Round your answer to two decimal places.
Consider the following bond where the coupons are paid semi-annually, Bond Price YTM Years to maturity Bank of Montreal $1056.00 3% ||10 years What is the coupon rate of this bond? Enter your answer as a percentage. Do not enter the percentage sign in your answer. Enter your response below. Enter your answer rounded to 2 DECIMAL PLACES Number
A 10-year maturity, 6.5% coupon bond paying coupons semiannually is callable in five years at a call price of $1,010. The bond currently sells at a yield to maturity of 6% (3% per half-year). a. What is the yield to call annually? (Do not round intermediate calculations. Round your answer to 3 decimal places.) Yield to call | b. What is the yield to call annually if the call price is only $960? (Do not round intermediate calculations. Round your...