use Excel and calculate the duration of a $1,000 bond in the following problem:
Settlement: 1/1/2018
Maturity: 12/31/2020
Coupon: 8.00%
Yield: 7.00%
Frequency: 2
Basis: 1
use Excel and calculate the duration of a $1,000 bond in the following problem: Settlement: 1/1/2018...
pleas the answer using excel Bond B Settlement Date Maturity Date Coupon Rate Required Return (YTM) Redemption Value Frequency Basis 28/3/19 15/8/34 10.00% 8.00% 1,000 Modified Duration Convexity Predicted % Change Bond B Settlement Date Maturity Date Coupon Rate Required Return (YTM) Redemption Value Frequency Basis 28/3/19 15/8/34 10.00% 8.00% 1,000 Modified Duration Convexity Predicted % Change
You are considering the following bonds to include in your portfolio: Bond 1 Bond 2 Bond 3 Price $900.00 $1,100.00 $1,000.00 Face Value $1,000.00 $1,000.00 $1,000.00 Coupon Rate 7.00% 10.00% 9.00% Frequency 1 2 4 Maturity (Years) 15 20 30 Required Return 9.00% 8.00% 9.00% Determine the highest price you would be willing to pay for each of these bonds using the PV function. Also find whether the bond is undervalued, overvalued, or fairly valued. Determine the yield to maturity...
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, 2018, and maturity date December 13, 2027. 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.)
A bond has the following terms: January 1, 2000, settlement date January 1, 2020, maturity date 10 percent semiannual coupon 12 percent yield $100 redemption value Frequency is semiannual 30/360 basis =PRICE("1/1/2000","1/1/2020",10%,12%,100,2,0)=84.954 Bond Problems 1. Calculate the price of a 20-year 10% coupon bond with a par value of $1,000. The bond should be price to provide a yield to maturity of 11%. Interest payments are paid semiannually. 2. Calculate the price of a 20-year 10% coupon bond with a...
Manually compute the modified duration for the following bond: Maturity Date: 04/20/2017 Settlement Date: 02/05/2016 Coupon Rate: 10% Coupon Frequency: Semiannual Yield-to-Maturity: 12% Day Count Convention: 30/360 (European)
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%.
Compute the duration of a bond with a face value of $1,000, a coupon rate of 7% (coupon is paid annually) and a maturity of 10 years as the interest rate (or yield to maturity) on the bond changes from 2% to 12% (consider increments of 1% - so you need to compute the duration for various yields to maturity 2%, 3%, …, 12%) . What happens to duration as the interest rate increases?
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
Use PRICE function in Excel ? X - Sign In FILE * Paste Clipboard Calculating a bond price - Excel HOME INSERT PAGE LAYOUT FORMULAS DATA REVIEW VIEW Arial 12 FÁ A = % B IU- 2. - A - Alignment Number Conditional Format Cell Formatting as Table Styles Styles Cells Editing Font D17 =PRICE А в D E F G Yan Yan Corp. has a $2,000 par value bond outstanding with a coupon rate of 4.9 percent paid semiannually...