A 15-year maturity bond with par value $1,000 makes semiannual coupon payments at a coupon rate of 6%.   Required: a. Find the bond equivalent and effective annual yield to maturity of the bond if the bond price is $940. (Round your intermediate calculations to 4 decimal places. Round your answers to 2 decimal places.)   b. Find the bond equivalent and effective annual yield to maturity of the bond if the bond price is $1,000. (Do not round intermediate calculations. Round your answers to 2 decimal places.)   c. Find the bond equivalent and effective annual yield to maturity of the bond if the bond price is $1,040. (Round your intermediate calculations to 4 decimal places. Round your answers to 2 decimal place

A 15-year maturity bond with face value of $1,000 makes semiannual coupon payments and has a coupon rate of 12%. a. What is the bond's yield to maturity if the bond is selling for $940? Enter annual yield to maturity as your answer. (Do not round intermediate calculations. Round your answer to 3 decimal places.) Annual yield to maturity b. What is the bond's yield to maturity if the bond is selling for $1,000? Enter annual yield to maturity as your answer. (Do not round intermediate calculations.) Annual yield to maturity c. What is the bond's yield to maturity if the bond is selling for $1,140? Enter annual yield to maturity as your answer. (Do not round intermediate calculations. Round your answer to 3 decimal places.)

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A 10-year bond with a face value of $1,000 has a coupon rate of 9.0%, with semiannual payments. a. What is the coupon payment for this bond? b. Enter the cash flows for the bond on a timeline. a. What is the coupon payment for this bond? The coupon payment for this bond is $ every six months. (Round to the nearest cent.)

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You purchase a bond with a coupon rate of 6.25% and a par value value of $1,000. There are 53 days to the next semi-annual coupon payment date and the total number of days in the period is 182. What is the accrued interest amount? a) $31.25. b) $9.10. c) $22.15. d) $62.50.

Compute the Macaulay duration under the following conditions:   a. A bond with a four-year term to maturity, a 10% coupon (annual payments), and a market yield of 8%. Do not round intermediate calculations. Round your answer to two decimal places. Assume $1,000 par value.   _________ years   b. A bond with a four-year term to maturity, a 10% coupon (annual payments), and a market yield of 12%. Do not round intermediate calculations. Round your answer to two decimal places. Assume $1,000 par value.   _________ years   c. Compare your answers to Parts a and b, and discuss the implications of this for classical immunization.   As a market yield increases, the Macaulay duration -(Select:declines/increases) . If the duration of the portfolio from Part a is equal to the desired investment horizon the portfolio from Part b is -(Select: no longer/still) perfectly immunized.        Only typed answer

Consider a 20​-year bond with a face value of $1,000 that has a coupon rate of 5.7%​, with semiannual payments.   a. What is the coupon payment for this​ bond? b. Draw the cash flows for the bond on a timeline. ​ (Round to the nearest​ cent.)

Assume a bond that promises eight annual coupon payments of $70 and will repay its face value of $1000 at the end of the eight years. Assuming that you are offered the bond for a price of $1035.94, use detailed workings to compute the implied YTM

A four-year discount bond has a face value of $1,000 and a price of $925.  What is the yield to maturity on the bond?