Required: Find the convexity of a seven-year maturity, 6.4% coupon bond selling at a yield to maturity of 8.0%. The bond pays its coupons annually. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Convexity 37.0908
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- A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.10 percent, and the bond has a yield to maturity of 5.57 percent. What are the Macaulay duration and modified duration? Note: Use the duration functions 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. Macaulay duration 11.4179 Modified duration 10.8154 XRequired: Find the duration of a bond with settlement date June 11, 2018, and maturity date December 15, 2027. The coupon rate of the bond is 4%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 5%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not entirely correct. Macaulay duration Modified duration 6.4600 6.8000XRequired: Find the duration of a bond with settlement date June 11, 2018, and maturity date December 15, 2027. The coupon rate of the bond is 4%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 5%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) × Answer is complete but not entirely correct. Macaulay duration Modified duration 6.4600 x 6.8000 ×
- Find the duration of a bond with a settlement date of May 27, 2023, and maturity date November 15, 2034. The coupon rate of the bond is 7.5%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 5.5%. Use Spreadsheet 16.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified durationFind the duration of a bond with a settlement date of May 27, 2025, and maturity date November 15, 2036. The coupon rate of the bond is 8.0%, and the bond pays coupons semiannually. The bond is selling at a bond- equivalent yield to maturity of 8.0%. Use Spreadsheet 16.3 Note: Do not round intermediate calculations. Round your answers to 2 decimal places. Macaulay duration Modified durationSuppose that the prices of zero-coupon bonds with various maturities are given in the following table. The face value of each bond is $1,000. Maturity (Years) 1 2 3 4 5 Price $983.78 865.89 797.92 732.00 660.24 Required: a. Calculate the forward rate of interest for each year. b. How could you construct a 1-year forward loan beginning in year 3? c. How could you construct a 1-year forward loan beginning in year 4?
- Find the duration of a bond with a settlement date of May 27, 2025, and maturity date November 15, 2036. The coupon rate of the bond is 6.0%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.0%. Use Spreadsheet 16.3. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. X Answer is complete but not entirely correct. Macaulay duration Modified duration 11.98 X 11.52 XFind the duration of a bond with a settlement date of May 27, 2023, and maturity date November 15, 2034. The coupon rate of the bond is 6.0%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.0%. Use Spreadsheet 16.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.) X Answer is complete but not entirely correct. Macaulay duration 7.5373 Modified duration 7.2127What is the market price of a bond if the face value is $1,000 and the yield to maturity is 6.7% ? The bond has a 6.15% coupon rate and matures in 12 years. The bond pays interest semiannually. Please express answer as $X.XX or XX.XX and use rounding guideline included in "Course Information" module. Do not round until the final result.
- a. What is the duration of a two-year bond that pays an annual coupon of 11.5 percent and has a current yield to maturity of 13.5 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) b. What is the duration of a two-year zero-coupon bond that is yielding 11.5 percent? Use $1,000 as the face value. a. Duration b. Duration years yearsa. What is the duration of a two-year bond that pays an annual coupon of 11.5 percent and has a current yield to maturity of 13.5 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616))b. What is the duration of a two-year zero-coupon bond that is yielding 11.5 percent? Use $1,000 as the face value.Required: Find the duration of a bond with settlement date May 29, 2018, and maturity date November 19, 2027. The coupon rate of the bond is 6%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 7%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration