A semiannual payment bond with a $1,000 par has a 7 percent quoted coupon rate, a 7 percent promised 14 YTM, and 10 years to maturity. What is the bond's duration? Multiple Choice 10.00 years 8.39 years 6.45 years 5.20 years 7.35 years Next > of 20

Don't use ai answer,I will 5 upvotes You are given the following information about a bond:this bond has 10 years until maturity, has a $1,000 parvalue; pays an 9% semiannual coupon, is callable in 5years, and currently sells at a price of $1,075. If called,the bond pays par value and one additional couponpayment. What is the yield to call on this bond?1) 7.75% 2) 6.85% 3)8.25% 4)8.56% 5)7.91%

es Find the duration of a 6.6% coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to maturity of 6.6%. What is the duration if the yield to maturity is 9.0%? Note: The face value of the bond is $1,000. Do not round intermediate calculations. Round your answers to 2 decimal places. 6.6% YTM 9% YTM Duration years years

You purchase a zero coupon bond with 15 years to maturity and a yield to maturity of 5.77 percent. The bond has a par value of $1,000. What is the implicit interest for the first year? Assume semiannual compounding.   Multiple Choice $24.31 $21.82 $23.94 $24.94 $24.11

Please include the excel formula You find a zero coupon bond with a par value of $10,000 and 24 years to maturity. If the yield to maturity on this bond is 4.2 percent, what is the dollar price of the bond? Assume semiannual compounding periods. Input area:                                       Settlement date 1/1/2020                 Maturity date 1/1/2044                 Coupon rate 0.00%                 Coupons per year 2                 Redemption value (% of par) 100                 Yield to maturity 4.20%                 Par value  $10,000                                      (Use cells A6 to B12 from the given information to complete this question. You must use the built-in Excel function to answer this question. Leave the “Basis” input blank in the function. You may enter a constant as a hard coded value.)                     Output area:                                       Price (% of par)                    Price

An investor wants to find the duration of​ a(n) 15​-year, 6​% semiannual​ pay, noncallable bond​ that's currently priced in the market at ​$587.05​, to yield 12​%. Using a 150 basis point change in​ yield, find the effective duration of this bond ​(Hint​: use Equation​ 11.11). Question content area bottom Part 1 The new price of the bond if the market interest rate decreases by 150 basis points​ (or 1.5​%) is ​$enter your response here. ​(Round to the nearest​ cent.)

You purchase a zero coupon bond with 12 years to maturity and a yield to maturity of 4.93 percent. The bond has a par value of $1,000. What is the implicit interest for the first year? Assume semiannual compounding. a.$27.12 b.$26.89 c.$27.82 d.$24.34 e.$26.71

You purchase a zero coupon bond with 14 years to maturity and a yield to maturity of 5.01 percent. The bond has a par value of $1,000. What is the implicit interest for the first year? Assume semiannual compounding.   Multiple Choice   $24.74   $24.36   $24.53   $22.20   $25.37

You purchase a zero coupon bond with 17 years to maturity and a yield to maturity of 5.13 percent. The bond has a par value of $1,000. What is the implicit interest for the first year? Assume semiannual compounding. Multiple Choice $21.41 $21.08 $21.96 $19.22 $21.23