Tutorial 03 Solution 2009

Tutorial 03 Solution 2009 - Return 30 days 0.5035% Annual...

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BF Problem 2 Coupon Rate 12% 0 1 2 3 4 Maturity 5 6 6 6 6 m 2 Face Value 100 6 6 6 6 Present Value $107.72 Yield 10% $107.72 BF Problem 3a Rate 0.15 Problem 3b Problem 3c D 1.5 Do 0.8 Do Price 10 g 0.05 g1 Price 8.40 g2 Price BF Problem 4a D1 0.64 g 10% k 20% P2009 6.40 P2010 7.04 BF Problem 5a 2 year 5 year Problem 5b FV 100 FV n1 2 n1 n2 5 n2 kd 10% kd Coupon Rate 12% Coupon Rate Coupon 12 $103.47 $107.58 Coupon Problem 6 a maturity yield 1 6.00% 6.000% 2 6.50% 7.002% covered in top 3 6.90% 7.705% 4 7.20% 8.105% 5 7.40% 8.204% Problem 6 b 6 6.00% -0.731% Question 2 from Handout FV 100000 FV Days 90 Days Rate 7% Rate Price 98303
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Unformatted text preview: Return 30 days 0.5035% Annual nominal 6.125% Annual Effective 6.301% Question 4 from handout Rate 8% T 0.5 FV = X 10 i 1 1 i 2 2 i 3 3 i 4 4 i 5 5 i 6 Price 9.61 Question 5 from handout (a) (b) FV 100 0r2 0.09 0i1 7% 1i2 11% PV 84.20 5 6 7 8 9 10 6 6 6 6 6 6 100 6 6 6 6 6 106 1 2 3 4 0.6 0.67 0.75 0.84 0.89 12% 5% 7.53 2 year 5 year 100 2 5 14% 12% 12 $96.71 $93.13 pic ten 100000 60 7.4% 98798...
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Tutorial 03 Solution 2009 - Return 30 days 0.5035% Annual...

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