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#1. Determine the amount you would be willing to pay for an 8% semi-annual bond

ID: 2773990 • Letter: #

Question

#1. Determine the amount you would be willing to pay for an 8% semi-annual bond maturing in 12 years, assuming you wanted to earn a 9% rate of return

A. 928

B. 942

C. 1114

D. 969

#2. The State of Adaven issued perpetual bonds in 1960. The bonds pay forever an annual coupon interest rate of 5%. Determine the value of these bonds today to an investor who requires a 10% return on his investment.

A. 250

B. 700

C. 100

D. 500

#3. Junk bonds are…

A. Usually rated BBB or higher

B. Considered investment grade bonds

C. Always issued with coupon rates at least 8% or more above Treasury Bill rates

D. None of the above

#4. Two years ago, Trans-Atlantic Airlines sold $250 million worth of bonds at $1,000 each. These semi-annual bonds had a maturity of 12 years and a coupon rate of 12.5%. Today these bonds are selling for $1,000. Determine the yield-to-maturity.

A. 13.24%

B. 5.59%

C. 13.72%

D. 10.84%

#5. A semi-annual pay bond is on the market with 10.5 years to maturity, YTM of 8% and a current price of $1,075. What must be the bond’s coupon rate?

A. 8.53%

B. 9.07%

C. 9.34%

D. 8.78%

Explanation / Answer

#1. Determine the amount you would be willing to pay for an 8% semi-annual bond maturing in 12 years, assuming you wanted to earn a 9% rate of return

Bond Value = pv(rate, nper,pmt,fv)

Nper  (indicates the semi annual period) = 12*2 = 24

PV (indicates the price) = ?

PMT (indicate the semi annual payment) = 1000*8%*1/2 = 40

FV (indicates the face value) = 1000

Rate (indicates Half year YTM) = 9%*1/2 = 4.5%

Bond Value = pv( 4.5%,24,40,1000)

Bond Value = $ 928

Answer

A. 928

#2. The State of Adaven issued perpetual bonds in 1960. The bonds pay forever an annual coupon interest rate of 5%. Determine the value of these bonds today to an investor who requires a 10% return on his investment.

Value of these bonds = Annual Coupon/Required return

Value of these bonds = (5%*1000)/10%

Value of these bonds = 500

Answer

D. 500