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Consider three bonds with 8% coupon rates, all making annual coupon payments and

ID: 2785661 • Letter: C

Question

Consider three bonds with 8% coupon rates, all making annual coupon payments and all selling at face value. The short-term bond has a maturity of 4 years, the intermediate-term bond has a maturity of 8 years, and the long-term bond has a maturity of 30 years.

a. What will be the price of the 4-year bond if its yield increases to 9%? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

b. What will be the price of the 8-year bond if its yield increases to 9%? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

c. What will be the price of the 30-year bond if its yield increases to 9%? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

d. What will be the price of the 4-year bond if its yield decreases to 7%? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

e. What will be the price of the 8-year bond if its yield decreases to 7%? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

f. What will be the price of the 30-year bond if its yield decreases to 7%? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

Explanation / Answer

a Bond price $     967.60 PV(9%,4,80,1000)*-1 b Bond price $     944.65 PV(9%,8,80,1000)*-1 c Bond price $     897.26 PV(9%,30,80,1000)*-1 d Bond price $ 1,033.87 PV(7%,4,80,1000)*-1 e Bond price $ 1,059.71 PV(7%,8,80,1000)*-1 f Bond price $ 1,124.09 PV(7%,30,80,1000)*-1