A bond has a Macaulay duration equal to 8.5 and a yield to maturity of 6.5%....
A bond has a Macaulay duration equal to 9.5 and a yield to maturity of 7.5%. What is the modified duration of this bond? The modified duration of this bond is . (Round to two decimal places.)
Compute for the modified duration 10 Maturity Stated Rate Yield-to-Maturity Macaulay Duration 8.5% 7.5% 4.68699 4.35999 4.68699 4.93980
Find both the Macaulay and Modified duration of a bond with a settlement date of May 27, 2020, and maturity date November 15, 2031. The coupon rate of the bond is 5.5%, and the bond pays coupons semiannually. The bond is selling at a bond -equivalent yield to maturity of 6.5%.
A bond with a coupon rate of 9 percent sells at a yield to maturity of 10 percent. If the bond matures in 11 years, what is the Macaulay duration of the bond? What is the modified duration? (Do not round intermediate calculations. Round your answers to 3 decimal places.)
Find the duration of a bond with settlement date June 14, 2018, and maturity date December 21, 2027. The coupon rate of the bond is 8%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 9%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay Duration Modified Duration
Find the duration of a bond with settlement date June 10, 2012, and maturity date December 13, 2021. The coupon rate of the bond is 7%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 8%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration
1. Which of the following is an example of curve duration? A. Macaulay duration. B. Modified duration. C. Effective duration. 2. Two statements about duration are given as follows: Statement 1: "Duration measures the percentage change in bond price for a one basis point change in the yield." Statement 2: "Money duration measures the price change in bond price for a one basis point change in the yield." A. Both statements are correct. B. Exactly one of the statement is...
A bond has a Macaulay duration of 9.50 and is priced to yield 7.5%. If interest rates go up so that the yield goes to 8.0%, what will be the percentage change in the price of the bond? Now, if the yield on this bond goes down to 7%, what will be the bond's percentage change in price? Comment on your findings. If interest rates go up to 8.0%, the percentage change in the price of the bond is %....
A 4-year 12% coupon bond has a yield of 10%. (a) What are its Macaulay Duration, Modified duration, and convexity (I do not mean effective convexity) (b) What is the actual price change, Modified Duration predicted price change and Modified Duration + convexity predicted change in price for an increase of 50 basis point in the yield. Assume a flat term structure before and after the increase and annual coupons. (Note: For convexity do not use effective convexity measure)
Problem 10-35 Duration (LO4, CFA6) A Treasury bond that settles on October 18, 2016, matures on March 30, 2035. The coupon rate is 6.15 percent and the bond has a yield to maturity of 5.64 percent. What are the Macaulay duration and modified duration? (Use the duration function in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not entirely correct. 11.3694 Macaulay duration Modified duration 10.7624