Find the price of a 10% coupon bond with a face-value of $1000, a 12.25% yield to maturity and 8 years to maturity. Calculate this without using excel or any other software. *(from the above information, coupon payment= 10/100*1000=$100)

Find the price and duration of a 3 year 10% coupon bond earning 9%. Step by step using the financial calculator would be most beneficial, please.

What is the dirty price of a 9-year bond with a 3.11 percent annual coupon, and a yield to maturity of 5.85%. Assume the next coupon payment is in 2 months.   please help me and solve this with working , explanation ,formula thanks

You own a bond with an annual coupon rate of 5% maturing in two years and priced at 85%. Suppose that there is a 23% chance that at maturity the bond will default and you will receive only 45% of the promised payment. Assume a face value of $1,000.A. What is the bond’s promised yield to maturity?B. What is its expected yield (i.e., the possible yields weighted by their probabilities)

Solve it correctly please. I will rate accordingly.

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?

(Bond Valuation Problem) A $1,000 par value bond with a coupon interest rate of 12.8 percent per year paid semiannually matures in 25 years.  Draw a CF diagram corresponding to this information and then complete the table below by filling in the prices and YTMs that correspond to the given YTM’s and prices respectively.  Show all the work for part D – both the PVAt and PV calculations.  Then check your answer using your calculator’s TVM solver menu or function keys.         PRICE                     YTM A.    ______________              ___0%____ B.    __$1,000______              __________ C.    __$ 917.19_____              __________ D.    ______________              ___16%____   Step By Step explanation please, I need to be able to see how we arrived at the answers as if I was writing them on a sheet of paper.

Suppose the 1 - year spot rate is 0.8%, and that a 2 - year 1.5% annual coupon, a 3 - year 2% annual coupon bonds are trading at par ($100). Calibrate a 2-year binomial interest rate model, assuming that interest rate volatility is 10%. What is the lowest rate at t = 2? Assume annual compounding. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.

Consider a 5-year, semi-annual coupon bond with a price of $110 and a couponrate of 6%. The face value is $100.1. What is the yield of the bond?2. How much does the price change if the yield is increased by 0.01%.

Assume the zero-coupon yields on default-free securities are as summarized in the following table: (Click on the following icon in order to copy its contents into a spreadsheet.) Maturity (years) Zero-coupon YTM 1 6.70% 2 7.10% 3 7.30% 4 7.70% 5 8.00% What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 5%? What is the yield to maturity for this bond? What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 5%? The price is $ (Round to the nearest cent.)