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Bond X is a premium bond making semiannual payments. The bond pays a coupon rate

ID: 2711629 • Letter: B

Question

Bond X is a premium bond making semiannual payments. The bond pays a coupon rate of 7 percent, has a YTM of 5 percent, and has 19 years to maturity. Bond Y is a discount bond making semiannual payments. This bond pays a coupon rate of 5 percent, has a YTM of 7 percent, and also has 19 years to maturity. The bonds have a $1,000 par value.

What is the price of each bond today? (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16.)

If interest rates remain unchanged, what do you expect the price of these bonds to be one year from now? In eleven years? In sixteen years? In 16 years? In 19 years? (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16.)

What is the price of each bond today? (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16.)

Explanation / Answer

Bond X Bond Y FV 1000 FV 1000 COUPON 35 COUPON 25 YTM 2.50% YTM 3.50% N 38 N 38 Price 1243.49 Price 791.59 Price of bond    Bond X           Bond Y   One year 1235.56 797.09 18 years maturity   Eleven years 1130.55 879.06 8 years maturity   Sixteen years 1055.08 946.71 3 years maturity   16 years 1055.08 946.71 3 years maturity   19 years 1000 1000 0 years maturity