I already ask this but I whant know how you do the calculation, please could you show me all the step and the calculation. A $1,000 bond has a coupon of 6percent and mature after ten years. a.What would be the bonds price if comparable debt yield 8 percent? b.What woul be the price if comparable debt yield 8 percent and the bond mature after 5 years?

An investor is considering the purchase of a(n) 8.375%, 15-year corporate bond that's being priced to yield 10.375%. She thinks that in a year, this bond will be priced in the market to yield 9.375%. Using annual compounding, find the price of the bond today and in 1 year. Next, find the holding period return on this investment, assuming that the investor's expectations are borne out. The price of the bond today is $. (Round to the nearest cent.) 4

1. Pricing a bond in the secondary market: For each question, use the three methods we learned in class: plug in the values in the formula, handwrite the keys you enter in the Financial Calculator, and use Excel (formula and arguments). Use the Table below for each answer. a. Find the price of a 10-year 10% coupon (paid semiannually). The current yield to maturity is 5%. b. Find the price of a 10-year 5 % coupon (paid semiannually). The current yield to maturity is 10%. c. Based on your answers, discuss the relationship between coupon rate, yield to maturity, and bond price. FORMULA (Plug in the corresponding values in the formula below) 2 Financial Calculator (Indicate the keys you enter and write the answer) 3 Excel (Write the function and arguments in Excel)

Assume that today you purchased a Treasury Note with the following characteristics:   Par (face) value = $1,000 Maturity = five years from today Coupon interest rate =5% ALL OTHER THINGS BEING EQUAL:            If the prevailing interest rates for  instruments of similar risk and maturity were to increase from 5% to 10% next week, what would happen to the value of your bond in the secondary market? Explain. (It is not necessary to calculate the yield to maturity. Simply explain the general effects of the change in rates)

Suppose that for a price of $960 you purchase a 7-year Treasury bond that has a face value of $1,000 and a coupon rate of 4%. If you sell the bond one year later for $1,120, what was your rate of return for that one-year holding period? The rate of return for the one-year holding period was %. (Round your response to one decimal place.)

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

,  a. Find the duration of a 7% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of 7.6%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) b. What is the duration if the yield to maturity is 11.6%? (Do not round intermediate calculations. Round your answers to 4 decimal places.)   7.6% YTM __ Years 11.6% YTM __ Years

Ay 4.

An investor is considering the purchase of a(n) 6.000%, 15-year corporate bond that's being priced to yield 8.000%. She thinks that in a year, this bond will be priced in the market to yield 7.000%. Using annual compounding, find the price of the bond today and in 1 year. Next, find the holding period return on this investment, assuming that the investor's expectations are borne out. The price of the bond today is $ (Round to the nearest cent.)

2) You have a liability of 1,000 at the end of year 1 and another liability of L at the end of year 2. You create a portfolio of assets that exactly match your liabilities using the following available bonds with annual coupons: Term of bond Coupon Rate Yield Rate 3% 6% 1-year 2-year 5% 8% Find L if you invested 932 to purchase the 1-year bond.