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Gradebook Emai! Live Doc Sharing Dropbox Journal Webliography Tech Support 22. G

ID: 2788546 • Letter: G

Question

Gradebook Emai! Live Doc Sharing Dropbox Journal Webliography Tech Support 22. Given a $100,000 20 year, 7% coupon rate Treasury bond, on the day of the pu chase at price of ao o o mane inters ra s n e to 8%. The value of that bond would immediately change by (nearest): [Assume twice a year interest payments) (Points : 3 O $ 7,500 $ 9,300 O $10,400 $12,700 matures exactly 20 years from today, Assuming that the current market yield on a security of that degree of risk and liquidity is 796, the present value of that security is (nearest): (Points: 3) O$107,000 $100,000 s 75,000 $50,000o O s 25,000 in the foreign exchange 24. A central bank sale of market results in an equal rise in its intemational reserves and the monetary base. (Points 3) to purchase foreign assets, domestic currency foreign assets, foreign currency domestic currency, foreign assets domestic currency, T-bills of international is associated with a 25. A balance of payments reserves (Points :3)

Explanation / Answer

Ans. 22

Current Interest 8%

Interest rate at the time of bond issue 7%

Market value at the time of bond issue is $100000 (because coupon rate and market rate are same 7% at the time of bond issue)

Calculation of market value after changing Market interest rate 8%

Annual coupon payment is (100000X7%) =$7000

Value of bond = $7000 (1.08)20+$100000Xpv @8% at the end of 20yrs

= $7000X9.82+$100000X.2145 =$68740+$21450 =$90190

Change in bond price after changing market rate (100000-90190) =$9810

Nearest answer is $10400 or C

Ans. 23

Calculation of Zero coupon bond value

Calculate present value of bond at the end of maturity

= $100000Xpv @7% end of 20yrs

= $100000X .2584= $25840

Nearest answer is $25000

Ans. 24 A Central Bank sale of domestic currency to purchase foreign assets in the foregin exhange market result in an equal rise in its international reserve and the monetary