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1. Consider a bond with a 5.6 percent coupon rate and a yield to call of 6.5 per

ID: 2647756 • Letter: 1

Question

1.

Consider a bond with a 5.6 percent coupon rate and a yield to call of 6.5 percent. The bond currently sells for $1,096. If the bond is callable in 5 years, what is the call premium of the bond? (Do not round intermediate calculations. Round your final answer to 2 decimal places. Omit the "$" sign in your response.)

  

  Premium of the bond

2.

A convertible bond has a 5 percent coupon, paid semiannually, and will mature in 15 years. If the bond were not convertible, it would be priced to yield 4 percent. The conversion ratio on the bond is 15 and the stock is currently selling for $60 per share. What is the minimum value of this bond? (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

  

  Minimum value

3.

A STRIPS with 13 years until maturity and a face value of $10,000 is trading for $7,245. What is the yield to maturity? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

  Yield to maturity

4.

A 5,000 par value municipal bond with a coupon rate of 2.7 percent has a yield to maturity of 3.7 percent. If the bond has 12 years to maturity, what is the price of the bond? (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

  Price of the bond

5.

A municipal bond has 6 years until maturity and sells for $5,603.63. The coupon rate on the bond is 6.82 percent and the bond is callable in 3 years. What is the yield to call if the call price is 110 percent of par?(Round your answer to 2 decimal places. Omit the "%" sign in your response.)

  Yield to call

1.

Consider a bond with a 5.6 percent coupon rate and a yield to call of 6.5 percent. The bond currently sells for $1,096. If the bond is callable in 5 years, what is the call premium of the bond? (Do not round intermediate calculations. Round your final answer to 2 decimal places. Omit the "$" sign in your response.)

Explanation / Answer

1.

Consider a bond with a 5.6 percent coupon rate and a yield to call of 6.5 percent. The bond currently sells for $1,096. If the bond is callable in 5 years, what is the call premium of the bond? (Do not round intermediate calculations. Round your final answer to 2 decimal places. Omit the "$" sign in your response.)

Callable Price = fv(rate,nper,pmt,pv)

rate = 6.5%

nper = 5

pmt = 5.6%*1000 = 56

pv = 1096

Callable Price = fv(6.5%,5,56,-1096)

Callable Price = $ 1182.77

Premium of the bond = Callable Price - Par Value
Premium of the bond = 1182.77 - 1000

Premium of the bond = 182.77

Answer

Premium of the bond = 182.77