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Bond J is a 4.3 percent coupon bond. Bond S is a 14.3 percent coupon bond. Both

ID: 2697349 • Letter: B

Question

Bond J is a 4.3 percent coupon bond. Bond S is a 14.3 percent coupon bond. Both bonds have eleven years to maturity, make semiannual payments, and have a YTM of 9.6 percent.

If interest rates suddenly rise by 3 percent, what is the percentage change in the price of these bonds?


Bond J Percentage change in Price?

Bond S Percentage change in Price?


If interest rates suddenly fall by 3 percent instead, what is the percentage change in the price of these bonds?


Bond J Percentage change in Price?

Bond S Percentage change in Price?

Bond J is a 4.3 percent coupon bond. Bond S is a 14.3 percent coupon bond. Both bonds have eleven years to maturity, make semiannual payments, and have a YTM of 9.6 percent.

Explanation / Answer

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