Calculate the duration (and price) of a bond with the following characteristics: A semi-annual payment bond with a $1,000 face value, a 4,5% coupon rate, a 7.8% YTM, and 8 years to maturity. Show your table of calculations or show Excel inputs if using the Excel commands.

A bond with face value $1399 and a term of 11 years pays quarterly coupons of 11% per annum. The bond is offered at a price of $1050. You are to enter the above values into a spreadsheet, along with    -  an initial wild guess at what the yield would be, and    -  a calculation of the bond price using your guess as the yield. (a) Use Excel’s “Solver” (which is different from “Goal Seek”) to solve for the actual yield that produces the correct bond price. Take a screen shot of your computer with “Solver” open showing clearly the entries that you put into Solver. Paste the screen shot into an application (like Paint), and save it as a (.png) file. Upload your screenshot below. (b) What is the yield calculated by Solver?

The following table summarizes prices of various default-free zero-coupon bonds (expressed as a percentage of the face value): a. Compute the yield to maturity for each bond. b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping, downward sloping, or flat? a. Compute the yield to maturity for each bond. The yield on the 1-year bond is 3.92 %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Maturity (years) Price (per $100 face value) 1 $95.51 2 3 $91.10 $86.55 $81.69 $76.45 Print Donday

1) Explain the concept of interest rate risk in bond investment 2) show a numerical example of it by calculating % changes in price for 1 year and 3-year annual coupon bonds. Assume coupon interest rate = 12%, Yield to Maturity = 6%, Face value= 100. Use 2% increase in YTM (i.e., 6% → 8%).

Please answer all 4 price bonds with explanations thx

Show all workings. Complete the following table and draw a graph showing how bond pricefor each bond changes over time as they move towards their maturitydates. Describe the relationship between bond prices and timeremaining for maturity.YearsreminingtomaturityBOND ACoupon rate = 8% p.a.Market interest rate =6% p.a.BOND BCoupon rate = 6% p.a.Market interest rate =6% p.a.BOND CCoupon rate = 4% p.a.Market interest rate =6% p.a.109876543210

Find the YTM of a Treasury bond which you are considering purchasing. The settlement date is Oct. 1, 2023. The bond matures on Dec. 15, 2026 and has a 4.25% coupon rate (the maturity date tells you when the coupon payments are made). The quoted price for the bond is 102:12.

Consider a coupon bond that has a par value of $1,000 and a coupon rate of 8%.   The bond is currently selling for $1,008.98 and has 2 years to maturity. What is the bond's yield to maturity (YTM)?   The yield to maturity is

An investor has two bonds in her portfolio, Bond C and Bond Z. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity of 8.9%. Bond C pays a 11% annual coupon, while Bond Z is a zero coupon bond. The data has been collected in the Microsoft Excel Online file below. Open the spreadsheet and perform the required analysis to answer the questions below.     Open spreadsheet   Assuming that the yield to maturity of each bond remains at 8.9% over the next 4 years, calculate the price of the bonds at each of the following years to maturity. Do not round intermediate calculations. Round your answers to the nearest cent.   Years to Maturity Price of Bond C Price of Bond Z 4 $  fill in the blank 2 $  fill in the blank 3 3 $  fill in the blank 4 $  fill in the blank 5 2 $  fill in the blank 6 $  fill in the blank 7 1 $  fill in the blank 8 $  fill in the blank 9 0 $  fill in the blank 10 $  fill in the blank 11

Excel Online Structured Activity: Bond valuation An investor has two bonds in her portfolio, Bond C and Bond Z. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity of 9.4%. Bond C pays a 10% annual coupon, while Bond Z is a zero coupon bond. The data has been collected in the Microsoft Excel Online file below. Open the spreadsheet and perform the required analysis to answer the questions below.     Open spreadsheet   Assuming that the yield to maturity of each bond remains at 9.4% over the next 4 years, calculate the price of the bonds at each of the following years to maturity. Do not round intermediate calculations. Round your answers to the nearest cent.   Years to Maturity Price of Bond C Price of Bond Z 4 $  fill in the blank? $  fill in the blank?  3 $  fill in the blank? $  fill in the blank?  2 $  fill in the blank?  $  fill in the blank?  1 $  fill in the blank? $  fill in the blank? 0 $  fill in the blank?  $  fill in the…