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Fooling Company has a 12.4 percent callable bond outstanding on the market with

ID: 2777919 • Letter: F

Question

Fooling Company has a 12.4 percent callable bond outstanding on the market with 25 years to maturity, call protection for the next 10 years, and a call premium of $100. What is the yield to call (YTC) for this bond if the current price is 106 percent of par value? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

Fooling Company has a 12.4 percent callable bond outstanding on the market with 25 years to maturity, call protection for the next 10 years, and a call premium of $100. What is the yield to call (YTC) for this bond if the current price is 106 percent of par value? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

Explanation / Answer

Calculation of Yield to call (YTC):

YTC =(C + (F-P)/n) / ((F+P)/2)

C = Annual Interest = Face value * Interest rate = 1000*12.4% = 124

F= Cal price of the Bond = $1000+100 = $1100

P = Price of the Bond   =$1000*106% = $1060

n = years to call   =10

YTC = (124 + (1100-1060)/10) / ((1100+1060)/2)

=(124 +4) / 1080

= 0.118519

= 11.85%

Hence Yield to call for the bond is 11.85%