Draw the price-ytm(i) graph for a 5 fixed-coupon bond that has 10 y.pdf

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Draw the minimum-weight spanning tree (or give a list of edges1) for the graph below using Kruskal Draw the minimum-weight spanning tree (or give a list of edges1) for the graph below using Kruskal??s algorithm. Solution According to kruskal\'s algorithm,we select the edges first i.e. we arrange the edges in a non decreasing order Here, list of edges 1 are (b,g), (b,c), (i,g).

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Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity (assuming
annual coupon payments).
Calculate the duration for this bond if the interest rate is 3%.
What is the approximate percentage change in price if the interest rate rises to 5%? (calculate the
price change using the duration approach)
What is the actual percentage change in price if the interest rate rises to 5%?
Solution
Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity (assuming
annual coupon payments).
Calculate the duration for this bond if the interest rate is 3%.
What is the approximate percentage change in price if the interest rate rises to 5%? (calculate the
price change using the duration approach)
What is the actual percentage change in price if the interest rate rises to 5%?
The percentage change in the price of the bond is the change in yield to maturity multiplied by
the negative value of the duration multiplied by 100%. Therefore, if interest rates increase by
5%, the price of the bond is expected to drop 41.36%; (0.05*(-8.27)*100%)
Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity
(assuming annual coupon payments).
Calculate the duration for this bond if the interest rate is 3%.
What is the approximate percentage change in price if the interest rate rises to 5%? (calculate
the price change using the duration approach)
What is the actual percentage change in price if the interest rate rises to 5%?a.Face Value
(FV)$1,000Coupon
Rate5%PMT$50Nper10yearsPriceYield$1,000.005%$926.406%$859.537%$798.708%$743.299
%$692.7710%Price Yield ChartBond prices decrease as rates increase.b. DurationYield To
maturity3%Annual Rate5%Settlement1/1/16Maturity1/1/26Duration Calculated in Excel8.27c.
The percentage change in the price of the bond is the change in yield to maturity multiplied by
the negative value of the duration multiplied by 100%. Therefore, if interest rates increase by
5%, the price of the bond is expected to drop 41.36%; (0.05*(-8.27)*100%)

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BBA 3310 Unit VI Assignment Instructions: Enter all answers directly in this worksheet. When finished select Save As, and save this document using your last name and student ID as the file name. Upload the data sheet to Blackboard as a .doc, .docx or .rtf file when you are finished. Question 1: (10 points). (Bond valuation) Calculate the value of a bond that matures in 12 years and has $1,000 par value. The annual coupon interest rate is 9 percent and the market's required yield to maturity on a comparable-risk bond is 12 percent. Round to the nearest cent. The value of the bond is $814.17 Question 2: (10 points). (Bond valuation) Enterprise, Inc. bonds have an annual coupon rate of 11 percent. The interest is paid semiannually and the bonds mature in 9 years. Their par value is $1,000. If the market's required yield to maturity on a comparable-risk bond is 14 percent, what is the value of the bond? What is its value if the interest is paid annually and semiannually? (Round to the nearest cent.) a. The value of the Enterprise bonds if the interest is paid semiannually is $ 849.11 b. The value of the Enterprise bonds if the interest is paid annually is $ 851.61 Question 3: (10 points). (Yield to maturity) The market price is $750 for a 20-year bond ($1,000 par value) that pays 9 percent annual interest, but makes interest payments on a semiannual basis (4.5 percent semiannually). What is the bond's yield to maturity? (Round to two decimal places.) The bond's yield to maturity is 6.20 % Question 4: (10 points). (Yield to maturity) A bond's market price is $950. It has a $1,000 par value, will mature in 14 years, and has a coupon interest rate of 8 percent annual interest, but makes its interest payments semiannually. What is the bond's yield to maturity? What happens to the bond's yield to maturity if the bond matures in 28 years? What if it matures in 7 years? (Round to two decimal places.) The bond's yield to maturity if it matures in 14 years is 4.31 % The bond's yield to maturity if it matures in 28 years is 4.23 % The bond's yield to maturity if it matures in 7 years is 4.49 % Question 5: (15 points). (Bond valuation relationships) Arizona Public Utilities issued a bond that pays $70 in interest, with a $1,000 par value and matures in 25 years. The markers required yield to maturity on a comparable-risk bond is 8 percent. (Round to the nearest cent.) For questions with two answer options (e.g. increase/decrease) choose the best answer and write it in the answer block. Question Answer a. What is the value of the bond if the markers required yield to maturity on a comparable-risk bond is 8 percent? $ 893.252 b. What is the value of the bond if the markers required yield to maturity on a comparable-risk bond increases to 11 percent? $ 663.13 c. What is the value of the bond if the market's required yield to maturity on a comparable-risk bond decreases to 7 percent? $1000 d. The change in the value of a bond caused by ch ...

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Ch05 P24 Build a Model Spring 1, 20137/22/12Chapter 5. Ch 05 P24 Build a ModelExcept for charts and answers that must be written, only Excel formulas that use cell references or functions will be accepted for credit. Numeric answers in cells will not be accepted.A 20-year, 8% semiannual coupon bond with a par value of $1,000 may be called in 5 years at a call price of $1,040. The bond sells for $1,100. (Assume that the bond has just been issued.)Basic Input Data:Years to maturity:20Periods per year:2Periods to maturity:Coupon rate:8%Par value:$1,000Periodic payment:Current price$1,100Call price:$1,040Years till callable:5Periods till callable:a. What is the bond's yield to maturity?Periodic YTM =Annualized Nominal YTM = Hint: This is a nominal rate, not the effective rate. Nominal rates are generally quoted.b. What is the bond's current yield?Current yield = Hint: Write formula in words.Current yield =/ Hint: Cell formulas should refer to Input SectionCurrent yield =(Answer)c. What is the bond's capital gain or loss yield?Cap. Gain/loss yield =- Hint: Write formula in words.Cap. Gain/loss yield =- Hint: Cell formulas should refer to Input SectionCap. Gain/loss yield =(Answer)Note that this is an economic loss, not a loss for tax purposes.d. What is the bond's yield to call?Here we can again use the Rate function, but with data related to the call.Peridodic YTC =Annualized Nominal YTC =This is a nominal rate, not the effective rate. Nominal rates are generally quoted.The YTC is lower than the YTM because if the bond is called, the buyer will lose the difference between the call price and the current price in just 4 years, and that loss will offset much of the interest imcome. Note too that the bond is likely to be called and replaced, hence that the YTC will probably be earned.NOW ANSWER THE FOLLOWING NEW QUESTIONS:e. How would the price of the bond be affected by changing the going market interest rate? (Hint: Conduct a sensitivity analysis of price to changes in the going market interest rate for the bond. Assume that the bond will be called if and only if the going rate of interest falls below the coupon rate. That is an oversimplification, but assume it anyway for purposes of this problem.)Nominal market rate, r:8%Value of bond if it's not called:Value of bond if it's called: The bond would not be called unless r<coupon.We can use the two valuation formulas to find values under different r's, in a 2-output data table, and then use an IFstatement to determine which value is appropriate:Value of Bond If:Actual value,Not calledCalledconsideringRate, r$0.00$0.00call likehood:0%$0.00$0.00$0.002%$0.00$0.00$0.004%$0.00$0.00$0.006%$0.00$0.00$0.008%$0.00$0.00$0.0010%$0.00$0.00$0.0012%$0.00$0.00$0.0014%$0.00$0.00$0.0016%$0.00$0.00$0.00f. Now assume the date is 10/25/2010. Assume further that a 12%, 10-year bond was issued on 7/1/2010, pays interest semiannually (January 1 and July 1), and sells for $1,100. Use your ...

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Draw the price-ytm(i) graph for a 5 fixed-coupon bond that has 10 y.pdf

1. Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity (assuming annual coupon payments). Calculate the duration for this bond if the interest rate is 3%. What is the approximate percentage change in price if the interest rate rises to 5%? (calculate the price change using the duration approach) What is the actual percentage change in price if the interest rate rises to 5%? Solution Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity (assuming annual coupon payments). Calculate the duration for this bond if the interest rate is 3%. What is the approximate percentage change in price if the interest rate rises to 5%? (calculate the price change using the duration approach) What is the actual percentage change in price if the interest rate rises to 5%? The percentage change in the price of the bond is the change in yield to maturity multiplied by the negative value of the duration multiplied by 100%. Therefore, if interest rates increase by 5%, the price of the bond is expected to drop 41.36%; (0.05*(-8.27)*100%) Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity (assuming annual coupon payments). Calculate the duration for this bond if the interest rate is 3%. What is the approximate percentage change in price if the interest rate rises to 5%? (calculate the price change using the duration approach) What is the actual percentage change in price if the interest rate rises to 5%?a.Face Value (FV)$1,000Coupon Rate5%PMT$50Nper10yearsPriceYield$1,000.005%$926.406%$859.537%$798.708%$743.299 %$692.7710%Price Yield ChartBond prices decrease as rates increase.b. DurationYield To maturity3%Annual Rate5%Settlement1/1/16Maturity1/1/26Duration Calculated in Excel8.27c. The percentage change in the price of the bond is the change in yield to maturity multiplied by the negative value of the duration multiplied by 100%. Therefore, if interest rates increase by 5%, the price of the bond is expected to drop 41.36%; (0.05*(-8.27)*100%)

Draw the price-ytm(i) graph for a 5 fixed-coupon bond that has 10 y.pdf

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Draw the price-ytm(i) graph for a 5 fixed-coupon bond that has 10 y.pdf