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FINC 322 - Chapter 7 Worksheet

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

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

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