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A 25-year maturity bond with face value of $1,000 makes semiannual coupon paymen

ID: 2736416 • Letter: A

Question

A 25-year maturity bond with face value of $1,000 makes semiannual coupon payments and has a coupon rate of 8%.

What is the bond’s yield to maturity if the bond is selling for $1,010? (Do not round intermediate calculations. Round your answer to 3 decimal places.)

What is the bond’s yield to maturity if the bond is selling for $1,210? (Do not round intermediate calculations. Round your answer to 3 decimal places.)

A 25-year maturity bond with face value of $1,000 makes semiannual coupon payments and has a coupon rate of 8%.

Explanation / Answer

There are semi- annual coupon payments therefore rate will be half and the time will be doubled

A) YTM = Interest + ( Maturity Value - Face Value ) Number of years to maturity

( Maturity Value - Face Value ) / 2

= 40 + ( 1010- 1000 )    2 * 25 (1010 + 1000 ) / 2

= 40 + 0.20 1005 = 4 % ( half yearly )

Annual Yield to Maturity is = 4 * 2 = 8 %

B )

40 + ( 1000- 1000 )          2 * 25       (1000 + 1000 ) / 2

=    40 1000 = 4 % ( half yearly )

  Annual Yield to Maturity is = 4 * 2 = 8 %

c ) YTM =

= 40 + ( 1210- 1000 )          2 * 25       (1210 + 1000 ) / 2

=    40 + 4.20 1105 = 4 % ( half yearly )

  Annual Yield to Maturity is = 4 * 2 = 8 %

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