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Springfield Wholesale Markets has a 4.25% coupon bond outstanding that matures i

ID: 1171300 • Letter: S

Question

Springfield Wholesale Markets has a 4.25% coupon bond outstanding that matures in 8 years. The bond pays interest semi-annually. What is the market price of the bond if the par value is $1000 and the yield to maturity is 6.75%?

.

$847.39

$794.34

$937.26

$967.24

$849.26

Amy purchased a 15-year bond at par value when it was initially issued five years ago. The bond has an annual coupon rate of 6% and a par value of $1000. The current market interest rate (yield to maturity) is 4.25%. At the current market interest rate, this bond will sell at _______. Assuming no change in market interest rates, the bond will present the Amy with capital ________ as it matures.

.

premium; gains

discount; gains

premium; losses

discount; losses

A.

$847.39

B.

$794.34

C.

$937.26

D.

$967.24

E.

$849.26

Explanation / Answer

1-

value of bond

Using PV function in MS excel

pv(rate,nper,pmt,fv,type) rate = 6.75%/2 = 3.375% nper = 8*2 = 16 PMT = 1000*4.25%/2 = 21.25 fv = 1000

PV(3.375%,16,21.25,1000,0)

($847.39)

Answer is A

2-

Answer is C

Premium, losses

bond would be sold at premium as its coupon rate is greater than YTM and as bond will approach to maturity it would results in capital gain

1-

value of bond

Using PV function in MS excel

pv(rate,nper,pmt,fv,type) rate = 6.75%/2 = 3.375% nper = 8*2 = 16 PMT = 1000*4.25%/2 = 21.25 fv = 1000

PV(3.375%,16,21.25,1000,0)

($847.39)

Answer is A

2-

Answer is C

Premium, losses

bond would be sold at premium as its coupon rate is greater than YTM and as bond will approach to maturity it would results in capital gain