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.)

Suppose that the prices of zero-coupon bonds with various maturities are given in the following table. The face value of each bond is $1,000. Maturity (Years) 1 2 3 4 5 Required: a. Calculate the forward rate of interest for each year. b. How could you construct a 1-year forward loan beginning in year 3? c. How could you construct a 1-year forward loan beginning in year 4? Required A Price $940.93 Complete this question by entering your answers in the tabs below. 868.39 800.92 735.40 670.48 Required B Maturity (years) 2 3 Calculate the forward rate of interest for each year. Note: Round your answers to 2 decimal places. Required C Forward Rate % % Prov 12 of 12 Next

Consider the four bonds having annual payments as shown in the following table Year Bond A Bond B Bond C Bond D Year 1 100 50 0 0 + 1000 Year 2 100 50 0 0 Year 3 100+1000 50+ 1000 0 + 1000 0 (a) If each of the bonds is traded to produce a 15% yield, determine the price of each bond. (b) If Bond C is sold for $900, what is the yield to maturity? (c) What is the yield to maturity if Bond D is sold for $900?

Find the duration of a bond with a settlement date of May 27, 2025, and maturity date November 15, 2036. The coupon rate of the bond is 6.0%, and the bond pays coupons semiannually. The bond is selling at a bond-equivalent yield to maturity of 8.0%. Use Spreadsheet 16.3. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. X Answer is complete but not entirely correct. Macaulay duration Modified duration 11.98 X 11.52 X

Consider a bond with semiannual interest payments that has a Settlement Date of 8/15/2020, a Maturity Date of 2/15/2031, a Coupon Rate of 5.00%, a Market Price of $975, a Face Value of $1,000, and a Required Return of 5.35%. What is the Macaulay Duration using the Duration function on these bonds expressed as a decimal calculated to two decimal places if you purchase them at the current market price? For example, if your answer is 12.345 then enter as 12.35 in the answer

Need help finding the current yield for both bond P and D, & the capital yield gains for both bonds P and D. Thank you in advance

Consider a bond with a modified duration (in years) of 3.2. Coupon rate and yield to maturity are the same. Par value is $1,000. estimate the price of the bond for a 200 basis-point increase in interest rates.

Suppose that the interest rate on one-year bonds is currently 4 percent and is expected to be 5 percent in one year and 6 percent in two years. Using the expectations hypothesis, compute the yields on two- and three-year bonds and plot the yield curve.

Consider a bond that has a life of 2 years and pays a coupon of 10% per annum (with semiannual payments); the yield is 5% per annum with semiannual compounding.(a) What is the bond’s price?(b) What is the bond’s duration?(c) Suppose that the bond price is the one you computed in part (a) and that the 6M, 12M, and 18M zero rates are respectively 4.2%, 4.8% and 5.6% per annum. What is the 2Y zero rate assuming all rates are quoted with semiannual compounding?

The following details taken from the books of DiDi Sdn Bhd for the year ending 31 December 2020.   DiDi Sdn Bhd Statement Profit or Loss for the year ending 31 December 2020 (extract)   RM RM Gross profit   44,700 Add : Discount received 410   Profit on sale of van 620       1,030     45,730 Less: Expenses     Motor expenses 1,940   Wages 17,200   General expenses 830   Bad debts 520   Increase in allowance for doubtful debts 200   Depreciation : van 1,800       22,490     23,240   Statement of Financial Position as at 31 December   2019   2020     RM RM RM RM Non-current Assets         Vans at cost   15,400   8,200 less Depreciation   (5,300)   (3,100)     10,100   5,100 Current Assets         Inventory 18,600   24,000   Trade accounts receivables less provision*…