FINC 322 - Chapter 7 Worksheet

FINC 322 - Chapter 7 Worksheet - 5% 50 1000 20 $838.39 6%...

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A bond with annual coupon rate of 10%, 5 years to maturity Price Rate (Semiannual YTM) Coupon Face Value NPER (Time to Maturity) $1,378.85 1% 50 1000 10 $1,269.48 2% 50 1000 10 $1,170.60 3% 50 1000 10 $1,081.11 4% 50 1000 10 $1,000.00 5% 50 1000 10 $926.40 6% 50 1000 10 $859.53 7% 50 1000 10 $798.70 8% 50 1000 10 $743.29 9% 50 1000 10 $692.77 10% 50 1000 10 $646.65 11% 50 1000 10 $604.48 12% 50 1000 10 $565.90 13% 50 1000 10 $530.55 14% 50 1000 10 $498.12 15% 50 1000 10 $468.34 16% 50 1000 10 $440.97 17% 50 1000 10 $415.77 18% 50 1000 10 $392.55 19% 50 1000 10 $0.00 $500.00 $1,000.00 $1,500.00 0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% Rate (Semiannual YTM) Rate (Semiannual YTM)
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A bond with annual coupon rate of 10%, 5 years to maturity Price Coupon Price Coupon Long-term Bond Short-term Bond $1,000.00 5% 50 1000 60 $1,000.00 5% 50 1000 20 $1,226.23 4% 50 1000 60 $1,135.90 4% 50 1000 20 $1,000.00 5% 50 1000 60 $1,000.00
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Unformatted text preview: 5% 50 1000 20 $838.39 6% 50 1000 60 $885.30 6% 50 1000 20 Int. Rate Change %Price Change Int. Rate Change %Price Change 5% to 4% 23% 5% to 4% 14% 5% to 6%-16% 5% to 6%-11% Price Coupon Price Coupon High Coupon Bond Low Coupon Bond $1,000.00 5% 50 1000 60 $242.83 5% 10 1000 60 $1,226.23 4% 50 1000 60 $321.30 4% 10 1000 60 $1,000.00 5% 50 1000 60 $242.83 5% 10 1000 60 $838.39 6% 50 1000 60 $191.93 6% 10 1000 60 Int. Rate Change %Price Change Int. Rate Change %Price Change 5% to 4% 23% 5% to 4% 32% 5% to 6%-16% 5% to 6%-21% Rate (YTM) Face Value Time to Maturity Rate (YTM) Face Value Time to Maturity Rate (YTM) Face Value Time to Maturity Rate (YTM) Face Value Time to Maturity...
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This note was uploaded on 12/13/2011 for the course FINC 322 taught by Professor Nazar during the Fall '11 term at Ferris State.

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FINC 322 - Chapter 7 Worksheet - 5% 50 1000 20 $838.39 6%...

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