Find the duration of a bond with settlement date June 14, 2018, and maturity date December...
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 |
Homework Answers
Add Answer to:
Find the duration of a bond with settlement date June 14, 2018,
and maturity date December...
Find the duration of a bond with settlement date June 10, 2018, and maturity date December...
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.)
Find the duration of a bond with settlement date June 10, 2012, and maturity date December...
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
Find both the Macaulay and Modified duration of a bond with a settlement date of May...
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...
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.)
Problem 10-35 Duration (LO4, CFA6) A Treasury bond that settles on October 18, 2016, matures on...
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
Manually compute the modified duration for the following bond: Maturity Date: 04/20/2017 Settlement Date: 02/05/2016 Coupon...
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)
A 12.25-year maturity zero-coupon bond selling at a yield to maturity of 8% (effective annual yield)...
A 12.25-year maturity zero-coupon bond selling at a yield to maturity of 8% (effective annual yield) has convexity of 139.2 and modified duration of 11.34 years. A 40-year maturity 6% coupon bond making annual coupon payments also selling at a yield to maturity of 8% has nearly identical modified duration--12.30 years--but considerably higher convexity of 272.9. a. Suppose the yield to maturity on both bonds increases to 9%. What will be the actual percentage capital loss on each bond? il...
Question 1 A 12.58-year maturity zero-coupon bond selling at a yield to maturity of 8% (effective...
Question 1 A 12.58-year maturity zero-coupon bond selling at a yield to maturity of 8% (effective annual yield) has convexity of 146.5 and modified duration of 11.65 years. A 30-year maturity 6% coupon bond making annual coupon payments also selling at a yield to maturity of 8% has nearly identical modified duration—-11.79 years—-but considerably higher convexity of 231.2. a. Suppose the yield to maturity on both bonds increases to 9%. What will be the actual percentage capital loss on each...
A Treasury bond that settles on October 18, 2016, matures on March 30, 2035. The coupon...
A Treasury bond that settles on October 18, 2016, matures on March 30, 2035. The coupon rate is 6.30 percent and the bond has a yield to maturity of 5.85 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.) Macaulay duration Modified duration
A bond has a Macaulay duration equal to 9.5 and a yield to maturity of 7.5%....
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.)
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
A 12.25-year maturity zero-coupon bond selling at a yield to maturity of 8% (effective annual yield) has convexity of 139.2 and modified duration of 11.34 years. A 40-year maturity 6% coupon bond making annual coupon payments also selling at a yield to maturity of 8% has nearly identical modified duration--12.30 years--but considerably higher convexity of 272.9. a. Suppose the yield to maturity on both bonds increases to 9%. What will be the actual percentage capital loss on each bond? il...
A Treasury bond that settles on October 18, 2016, matures on March 30, 2035. The coupon rate is 6.30 percent and the bond has a yield to maturity of 5.85 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.) Macaulay duration Modified duration
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.)
Most questions answered within 3 hours.
-
The blues made its way into many kinds of music. Eric Clapton,
The Beatles, and Elvis...
asked 7 minutes ago -
If you’re standing at the bottom of a hill and asked to evaluate
it while being...
asked 1 hour ago -
1. Which region has taken the lead in the world of
e-waste handling?
a) European Union...
asked 56 minutes ago -
A 8.15- g bullet from a 9-mm pistol has a velocity of 366.0 m/s.
It strikes...
asked 2 hours ago -
The outstanding bonds of Alpha Extracts have a yield to maturity
of 7.4 percent and a...
asked 2 hours ago -
The Problem: The Case of the Harmonizing Vacations
Your CEO is exploring partnering with a European...
asked 3 hours ago -
A chemical equation is balanced by adding coefficients in front
of some formulas so that the...
asked 3 hours ago -
From the literature (reference your sources): What are the
lattice parameters of calcite and aragonite? Why...
asked 4 hours ago -
Your system is rejecting the question am asking which is
preceded by a case study. It...
asked 4 hours ago -
3. On January 2, 2000, Larry creates a trust with himself as
trustee. Larry as trustee...
asked 4 hours ago -
A member of the volleyball team spikes the ball. During this
process, she changes the velocity...
asked 4 hours ago -
Are adult gamers less likely to use a gaming console (Xbox,
PlayStation, Wii, etc...) than teen...
asked 5 hours ago