a. Find the duration of a 8% coupon bond making annual coupon payments if it has three years until maturity and has a yield to maturity of 8%. Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your answer to 3 decimal places.) > Answer is complete but not entirely correct. years 8% YTM 2.527 b. What is the duration if the yield to maturity is 10% ? Note: The face value of the bond is $1,000. (Do not round intermediate calculations. Round your answer to 3 decimal places.) X Answer is complete but not entirely correct. 10% YTM 2.434 years

Find the duration of a 6% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of 7.9%. What is the duration if the yield to maturity is 11.9%? (Do not round intermediate calculations. Round your answers to 4 decimal places.) YTM 7.9% YTM 11.9% YTM Duration

K Assume that a bond will make payments every six months as shown on the following timeline (using six-month periods): Period 0 2 Cash Flows $19.12 $19.12 a. What is the maturity of the bond (in years)? b. What is the coupon rate (as a percentage)? c. What is the face value? a. What is the maturity of the bond (in years)? The maturity is years. (Round to the nearest integer.) 39 $19.12

Assume that a bond will make payments every six months as shown on the following timeline (using six- month periods): Period 0 Cash Flows $20.87 a. What is the maturity of the bond (in years)? b. What is the coupon rate (as a percentage)? c. What is the face value? 2 $20.87 *** a. What is the maturity of the bond (in years)? The maturity is years. (Round to the nearest integer.) 39 $20.87 40 $20.87 + $1,000

(Related to Checkpoint​ 9.4)  ​(Bond valuation) A bond that matures in 8 years has a ​$1,000 par value. The annual coupon interest rate is 13 percent and the​ market's required yield to maturity on a​ comparable-risk bond is 16 percent. What would be the value of this bond if it paid interest​ annually? What would be the value of this bond if it paid interest​ semiannually?       Question content area bottom Part 1 a.  The value of this bond if it paid interest annually would be ​$enter your response here. ​(Round to the nearest​ cent.) Part 2 b.  The value of this bond if it paid interest semiannually would be ​$enter your response here. ​(Round to the nearest​ cent.)

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A bond with a coupon rate of 7 percent sells at a yield to maturity of 8 percent. If the bond matures in 11 years, what is the Macaulay duration? Note: Do not round intermediate calculations. Round your answer to 3 decimal places. Answer is complete but not entirely correct. 7.900 years Macaulay duration

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Question A  .Consider a 2-year, risk-free bond with a coupon rate of 6% (annual coupons) and a face value of $1,000. If the yield on the above bond is 6%: a. What is the Macaulay duration of this bond? b. If the yield increases to 7% immediately, what does the duration approximation predict will be the percentage change in the bond price? c. If the yield decreases to 5% instead, what is the approximate percentage change in the bond price implied by the bond’s duration? d. After receiving the first coupon payment in year 1, the yield increases to 7% and you decide to sell the bond. What is your annualized HPR? Full explain this question and text typing work only     We should answer our question within 2 hours takes more time then we will reduce Rating Dont ignore this line

Required: a. Find the duration of a 8% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of 6.9%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) b. What is the duration if the yield to maturity is 10.9% ? (Do not round intermediate calculations. Round your answers to 4 decimal places.) YTM a. 6.9% YTM b. 10.9% YTM Duration Years Years