5. A 35-year bond was issued by the Republic of the Philippines with a coupon of 10% last January 1, 2011 with coupons paid every July 1 and January 1 of each year. An investor had purchased this bond on January 1, 2021, when prevailing interest rates were at 8%. Assuming the investor plans to sell this bond on January 1, 2025, what would be his yield to maturity (YTM)? During the period that the investor held the bond, you forecast the prevailing interest rates will increase by 250 basis points.

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A Treasury bond maturing on December 15, 2020 is yielding 3.45% and is priced at $1,124.36. What is this bond's annual coupon rate as of October 31, 2016?

You buy an 8 percent, 30 - year, $ 1,000 par value floating rate bond in 2025. By the year 2030, rates on bonds of similar risk are up to 10 percent.

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2. A firm has just issued (January 1, 2018) a bond that has a face value of $1,000, a coupon rate of 7 percent paid semi-annually (June 30, December 31), and matures in 10 years. The bonds were issued with a yield to maturity of 6%. What price were the bonds issued at? Assume that on July 1, 2020, the bond trades to earn an effective yield of 9%. At what price should this bond be trading for on July 1, 2020? PRICE WHEN ISSUED: PRICE ON JULY 1, 2020: 3. A Canadian company has a division in Mexico. The Canadian company needs to borrow money for its Mexican division and has the choice of borrowing in Mexico or Canada. The effective annual interest rate in Canada is 6 percent and the interest rate in Mexico is 10 percent. The current exchange rate is 15 Mexican pesos per Canadian dollar. If you believe that the Canadian dollar will depreciate 10 percent against the Mexican peso over the next 6 months, where should the company borrow? For simplicity, assume that the company wants to borrow…

A bond that settles on June 7, 2022, matures on July 1, 2042, and may be called at any time after July 1, 2032, at a price of 185. The coupon rate on the bond is 6.6 percent and the price is 200.50. What are the yield to maturity and yield to call on this bond?

On 5/15/2008, the thirty-year T-bond with a coupon of 5.00% and maturing on 5/15/2038 was quoted at a clean price of 102.50. The general collateral repo rate for a term of one month was 4.775%. Your investment bank receives an order from a client to buy this bond forward in one month's time. What is the forward price that you should quote? Why? How should your desk hedge itself assuming that the deal is done on May 15, 2008?

A New Brunswick Power bond issue carrying a 7.6% coupon matures on November 1, 2031. At what price did $1,000 face value bonds trade on June 10, 2019, if the yield to maturity required by the bond market on that date was 5.9% compounded semiannually?

Q1) a) On 1st January 2021 and RBI is considering to issue a new 3-yrs G-Sec bond (semi- annual coupon paying bond) through an auction for a notified amount of Rs. 3000 crs. as a part of the borrowing programme. Let the name of the bond be Bond X. Below are the yields obtained in Auction. Find the coupon rate of the newly issued bond. b) What would be the price of the bond? Bid Yield Bid Amount (Crs) Sl no 1 4.70% 600 2 5.05% 300 3 4.85% 400 4 5.15% 500 5 4.77% 400 6 4.75% 700 7 5.12% 400 8 5.00% 300 9 4.92% 200 10 4.95% 400 (3+2=5) c) Exactly after one year (1 yr), that is on 1st January 2022, the following securities are getting traded in the market at NDS-OM. All the bonds are semi-annual coupon paying bonds. T-bills are the money market instruments. Symbol Secutity Name Maturity time ( yrs) Traded Price (Rs) A 182-Tbill 0.5 97.9317 B 364-Tbill 1 95.8823 C 6.17 GS 20XX 1.5 100.6900 D 6.84 GS 20XX 2 102.2950 E 7.16 GS 20XX 2.5 103.0800 Find the discount factors Z(0,t) from the above…