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3. The Corner Grocer has a 7-year, 6 percent annual coupon bond outstanding with

ID: 2710998 • Letter: 3

Question

3. The Corner Grocer has a 7-year, 6 percent annual coupon bond outstanding with a $1,000 par value. The bond has a yield to maturity of 5.5 percent. What is the percentage change in the price of this bond when the yield to maturity goes up to 7%?
3. The Corner Grocer has a 7-year, 6 percent annual coupon bond outstanding with a $1,000 par value. The bond has a yield to maturity of 5.5 percent. What is the percentage change in the price of this bond when the yield to maturity goes up to 7%?
3. The Corner Grocer has a 7-year, 6 percent annual coupon bond outstanding with a $1,000 par value. The bond has a yield to maturity of 5.5 percent. What is the percentage change in the price of this bond when the yield to maturity goes up to 7%?

Explanation / Answer

Bond price ( YTM 5.5%) = 60 /(1.055)^1 + 60 /(1.055)^2+60 /(1.055)^3+60 /(1.055)^4+60 /(1.055)^5+60 /(1.055)^6+60 /(1.055)^7+1000 /(1.055)^7

Bond price ( YTM 5.5%) = $1,028.41

Bond price ( YTM 7%) = 60 /(1.07)^1 + 60 /(1.07)^2+60 /(1.07)^3+60 /(1.07)^4+60 /(1.07)^5+60 /(1.07)^6+60 /(1.07)^7+1000 /(1.07)^7

Bond price ( YTM 7.0%) = $946.11

% Change = (Bond price ( YTM 7.0%) / Bond price ( YTM 5.5%) ) -1

= (946.11 / 1028.41 ) -1

= -8.00%

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