ch06 YTM and term to maturity effects on bond price

# ch06 YTM and term to maturity effects on bond price - TVM...

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1 10% Coupon Bond Price Term k b = 8% k b = 10% k b = 12% 1 2 5 10 20 100 infinity

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2 TVM Calculator TVM INPUTS COMPUTE SOLUTION Periods, N Rate, i PV PMT FV Type
3 Bond Price Example TVM INPUTS COMPUTE SOLUTION Periods, N 10 Rate, i 12.00% PV 1 -\$887.00 PMT \$100.00 FV \$1,000.00 Type

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4 Analysis of Price Change
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Unformatted text preview: TVM INPUTS COMPUTE SOLUTION Periods, N 10 Rate, i 12.00% PV 1-\$113.00 PMT \$20.00 FV Type © 2011 Dr. William F. Rentz & Associates, All Rights Reserved 5 Bond Price Results Term k b = 8% k b = 10% k b = 12% 1 \$1,018.52 \$1,000.00 \$982.14 2 \$1,035.67 \$1,000.00 \$966.20 5 \$1,079.85 \$1,000.00 \$927.90 10 \$1,134.20 \$1,000.00 \$887.00 20 \$1,196.36 \$1,000.00 \$850.61 100 \$1,249.89 \$1,000.00 \$833.34 infinity \$1,250.00 \$1,000.00 \$833.33...
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## This note was uploaded on 03/12/2012 for the course TELFER ADM2350 taught by Professor Rentz during the Winter '12 term at University of Ottawa.

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ch06 YTM and term to maturity effects on bond price - TVM...

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