A zero - coupon bond has a face value of R10000.it matures in 13years. The yield to maturity is 4.7 % . Assume semi-annual compounding .Calculate the value of the bond.

Suppose you are given the following information about four different, default-free bonds, each with a face value of $1,000. The coupon bonds have annual payments. The yield to maturity of bond A with a maturity of 1 year and a coupon rate of 0% is 2%. The yield to maturity of bond B with a maturity of 2 year and a coupon rate of 10% is 3.908%. The yield to maturity of bond C with a maturity of 3 year and a coupon rate of 6% is 5.840%. The yield to maturity of bond D with a maturity of 4 year and a coupon rate of 12% is 5.783%. Given this information, what is the four-year spot rate?

Please help. A two-year amortizing bond has a coupon rate of 4% and pays its coupons semi- annually. Coupon payments are based upon the outstanding face value at the start of the coupon period. It has a face value of £200 and £50 of the face value is amortized every half year. The yield to maturity is 1% per year. Calculate the price, duration and convexity on the bond.

A fixed-interest security pays coupons at a rate of 4% per annum annually in arrears and is redeemed at par in exactly 8 years. Calculate the DISCOUNTED MEAN TERM (DMT) of the bond (in years) using an interest rate of 6% per annum effective.