Maturity (years) Price 2 504 53 $97.25 4 $09 23 5. 537 53 The above table shows the price per $100 face value of sever risk tree, zero-coupon bonds What is the yeild to maturity of the four year, zero-coupon, risk tree bond shown? OA 0.11% OB 2.00 % OC. 144% OD 578% 3. 59183

Answer is either 9.7% or 8.3%

Kindly solve without using excel

What is the yield to maturity of a nine-year, $5,000 bond with a 4% coupon rate and semiannual coupons if this bond is currently trading for a price of $4,526? OA. 7.48% B. 5.34% OC. 6.41% D. 2.67%

Prices of zero-coupon bonds reveal the following pattern of forward rates: Year 1 2 3 Forward Rate 8% 11 13 In addition to the zero-coupon bond, investors also may purchase a 3-year bond making annual payments of $55 with par value $1,000. Required: a. What is the price of the coupon bond? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. b. What is the yield to maturity of the coupon bond? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. c. Under the expectations hypothesis, what is the expected realized compound yield of the coupon bond? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. d. If you forecast that the yield curve in 1 year will be flat at 8.0%, what is your forecast for the expected rate of return on the coupon bond for the 1-year holding period? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. Answer is not complete. $ 952.95 x a.…

Consider the following $1,000 par value zero-coupon bonds: Bond ABCDE Years to Maturity 1 23WN 4 5 Multiple Choice The expected 1-year interest rate 2 years from now should be. 11.96% 17.14% 9.41% Yield to Maturity 6.40% 19.71% 7.90% 8.40% 8.90% 10.50%

solve MCQs question with proper reason and explanation I'll give you many upvotes

4.

Par Value Coupon Rate Years to Maturity Yield to Maturity Price 5,000.00 11%108% 1,000.005%305% 1,000.0012%510% 1,000.009%59%   Bond prices. Price the bonds from the following table with semiannual coupon ​payments. Find the price for the bond in the following​ table

Prices of zero-coupon bonds reveal the following pattern of forward rates: Year 1 2 3 Forward Rate 4% 5 6 In addition to the zero-coupon bond, investors also may purchase a 3-year bond making annual payments of $40 with par value $1,000. Required: a. What is the price of the coupon bond? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. b. What is the yield to maturity of the coupon bond? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. c. Under the expectations hypothesis, what is the expected realized compound yield of the coupon bond? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. d. If you forecast that the yield curve in 1 year will be flat at 5.5%, what is your forecast for the expected rate of return on the coupon bond for the 1-year holding period? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. a. Price b. Yield to maturity c.…