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Problem 21.34 The Boeing Company has two different debt issues, both maturing fo

ID: 2719213 • Letter: P

Question

Problem 21.34

The Boeing Company has two different debt issues, both maturing four years from now. The domestic bond issue pays semiannual coupons and has a coupon rate of 4.80 percent. The current price on the bond is $967.48. The Eurobond issue is priced at $959.91 and pays an annual coupon of 4.95 percent.

What is the yield to maturity for domestic bond? (Round intermediate calculation to 5 decimal places, e.g. 15.25000 and final answer to 2 decimal places e.g. 17.54%.)

Effective Annual Yield ______%

What is the yield to maturity for Euro bond? (Round answer to 2 decimal places e.g. 17.54%.)

Effective Annual Yield ______%

PLEASE SHOW YOUR WORK....

Explanation / Answer

Domestic bonds:

Coupon rate =4.80%

Face value of the bond = $1,000.

Semi annual coupon =($1,000 *4.80%)/2

=$24.

Years to maturity = 4 years.

Current price of the bond =$967.48.

Simplified formula for YTM=(C+(F-P)/n)/(F+P)/2

=($24+($1,000 - $967.48)/4)/($1,000+$967.48)

=3.266%

Annaulized return = (1+rate)n-1

=(1+.0326)2 -1

=6.64%.

Euro bond:

Coupon rate =4.95%

Face value of the bond = $1,000.

Current price =$959.91

Coupon=49.5

Simplified formula for YTM=(C+(F-P)/n)/(F+P)/2

=($49.5+($1,000 -$959.91)/4)/($1000+$959.91)/2

=6.074% approximately

Note:The simplified formula gives an approximate value.

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