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
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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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