Required: Find the convexity of a seven-year maturity, 6.4% coupon bond selling at a yield to maturity of 8.0%. The bond pays its coupons annually. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Convexity 37.0908
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- Required: Find the duration of a bond with settlement date June 11, 2018, and maturity date December 15, 2027. The coupon rate of the bond is 4%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 5%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not entirely correct. Macaulay duration Modified duration 6.4600 6.8000XA Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.10 percent, and the bond has a yield to maturity of 5.57 percent. What are the Macaulay duration and modified duration? Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places. Answer is complete but not entirely correct. Macaulay duration 11.4179 Modified duration 10.8154 XRequired: Find the duration of a bond with settlement date June 11, 2018, and maturity date December 15, 2027. The coupon rate of the bond is 4%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 5%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) × Answer is complete but not entirely correct. Macaulay duration Modified duration 6.4600 x 6.8000 ×
- Find the duration of a bond with a settlement date of May 27, 2023, and maturity date November 15, 2034. The coupon rate of the bond is 7.5%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 5.5%. Use Spreadsheet 16.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified durationFind the duration of a bond with a settlement date of May 27, 2025, and maturity date November 15, 2036. The coupon rate of the bond is 8.0%, and the bond pays coupons semiannually. The bond is selling at a bond- equivalent yield to maturity of 8.0%. Use Spreadsheet 16.3 Note: Do not round intermediate calculations. Round your answers to 2 decimal places. Macaulay duration Modified durationSuppose that the prices of zero-coupon bonds with various maturities are given in the following table. The face value of each bond is $1,000. Maturity (Years) 1 2 3 4 5 Price $983.78 865.89 797.92 732.00 660.24 Required: a. Calculate the forward rate of interest for each year. b. How could you construct a 1-year forward loan beginning in year 3? c. How could you construct a 1-year forward loan beginning in year 4?
- Find the duration of a bond with a settlement date of May 27, 2025, and maturity date November 15, 2036. The coupon rate of the bond is 6.0%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.0%. Use Spreadsheet 16.3. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. X Answer is complete but not entirely correct. Macaulay duration Modified duration 11.98 X 11.52 XWhat is the market price of a bond if the face value is $1,000 and the yield to maturity is 6.7% ? The bond has a 6.15% coupon rate and matures in 12 years. The bond pays interest semiannually. Please express answer as $X.XX or XX.XX and use rounding guideline included in "Course Information" module. Do not round until the final result.Find the duration of a bond with a settlement date of May 27, 2023, and maturity date November 15, 2034. The coupon rate of the bond is 6.0%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.0%. Use Spreadsheet 16.2. (Do not round intermediate calculations. Round your answers to 4 decimal places.) X Answer is complete but not entirely correct. Macaulay duration 7.5373 Modified duration 7.2127
- a. What is the duration of a two-year bond that pays an annual coupon of 11.5 percent and has a current yield to maturity of 13.5 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) b. What is the duration of a two-year zero-coupon bond that is yielding 11.5 percent? Use $1,000 as the face value. a. Duration b. Duration years yearsa. What is the duration of a two-year bond that pays an annual coupon of 11.5 percent and has a current yield to maturity of 13.5 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616))b. What is the duration of a two-year zero-coupon bond that is yielding 11.5 percent? Use $1,000 as the face value.Required: Find the duration of a bond with settlement date May 29, 2018, and maturity date November 19, 2027. The coupon rate of the bond is 6%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 7%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) Macaulay duration Modified duration