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Finance Question based on Bond Value as Maturity Approaches An investor has two

ID: 2632324 • Letter: F

Question

Finance Question based on Bond Value as Maturity Approaches

An investor has two bonds in his portfolio. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity equal to 8.6%. One bond, Bond C, pays an annual coupon of 10%; the other bond, Bond Z, is a zero coupon bond. Assuming that the yield to maturity of each bond remains at 8.6% over the next 4 years, what will be the price of each of the bonds at the following time periods? Assume time 0 is today. Fill in the following table. Round your answers to the nearest cent.

I am stuck on this problem. Who ever helps, please provide the steps so I can understand how you got the answers. Im totally lost on this subject

An investor has two bonds in his portfolio. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity equal to 8.6%. One bond, Bond C, pays an annual coupon of 10%; the other bond, Bond Z, is a zero coupon bond. Assuming that the yield to maturity of each bond remains at 8.6% over the next 4 years, what will be the price of each of the bonds at the following time periods? Assume time 0 is today. Fill in the following table. Round your answers to the nearest cent.

t Price of Bond C Price of Bond Z 0 $   $   1 2 3 4

Explanation / Answer

Year end value of the bonds are shown in column 2 and 4.

Year Value of Bond C Discount@8.6% value of Bond Z Discount@8.6% 0 1000 1000 1000.00 230.20 1 1100 1012.89 1000.00 306.94 2 1200 1104.97 1000.00 460.41 3 1300 1197.05 1000.00 920.81 4 1400 1289.13 1000.00 1000.00
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