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Bond P is a premium bond with a coupon rate of 8.1 percent. Bond D is a discount

ID: 2779571 • Letter: B

Question

Bond P is a premium bond with a coupon rate of 8.1 percent. Bond D is a discount bond with a coupon rate of 4.1 percent. Both bonds make annual payments, have a YTM of 6.1 percent, and have six years to maturity.

What is the current yield for bond P?

Answer: 7.38%

What is the current yield for bond D?

Answer: 4.54%

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond P?

Answer: -1.28%

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond D?

Answer: 1.55%

Bond P is a premium bond with a coupon rate of 8.1 percent. Bond D is a discount bond with a coupon rate of 4.1 percent. Both bonds make annual payments, have a YTM of 6.1 percent, and have six years to maturity.

What is the current yield for bond P?

Answer: 7.38%

What is the current yield for bond D?

Answer: 4.54%

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond P?

Answer: -1.28%

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond D?

Answer: 1.55%

Explanation / Answer

Bond P is a premium bond with a coupon rate of 8.1 percent. Bond D is a discount bond with a coupon rate of 4.1 percent. Both bonds make annual payments, have a YTM of 6.1 percent, and have six years to maturity.

Current yield of Bond = coupon rate / Price Of bond

Price of Bond P 41(PVIFA6.1%,6) + 1000(PVIF6.1%,6) =1098.038

Price of Bond D 81(PVIFA6.1%,6) + 1000(PVIF6.1%,6) =915.981

Current yield of Bond P = 81/1098.038 =7.38%

Current yield of Bond D = 41/901.96 =4.54%

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond P?

We have to find the price of bond one year After

Capital gains yield =(New Price – Original Price)/Original Price

Price of Bond P141(PVIFA6.1%5) + 1000(PVIF6.1%,5) =1084.019

(1084.019-1098.038)/1084.019 =-1.28%

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond P?

We have to find the price of bond one year After

Capital gains yield =(New Price – Original Price)/Original Price

Price of Bond D181(PVIFA6.1%,5) + 1000(PVIF6.1%,5) =901.96

=(915.98-901.96)/901.96=1.55%