Please solve the problem max in 30-60 minutes max. I'm waiting please. Thank u 1. A company partially financed by long-term debt has issued bonds with a characteristic nominal value of IDR 10000, an interest rate of 10% and a maturity of 5 years. If the bond is estimated to have a market price of IDR 9500. Determine the required rate of return (kd) and cost of capital after tax (ki) for the bond if the tax rate is 30%. Notes; to make it easier to find kd you can use the following formula:

don't use excel also can you show me maths solving with equation by hand please....

Could you also include the formula that you use when working out the calculation, for example part A asks the new bond value, could you include a formula to show how this is calculated      Consider a bank with the following balance sheet (M means million):  Assets Value Duration of the Asset Convexity of the Asset 5yr bond bought at a yield of 3.4% (lending money) $550M 4.562 12.026 12yr bond bought at a yield of 4% (lending money) $800M 9.453 53.565   Liabilities Value Duration of the Liability Convexity of the Liability 2yr bond sold at a yield of 2.4% (borrowing money) $300M 1.941 2.384 4yr bond sold at a yield of 2.8% (borrowing money) $500M 3.759 8.206 Required a) If the interest rates go up by 1%, using the duration and convexity rule to determine the net worth of the bank and the equity to asset ratio;  (Hint: equity to asset ratio = total equity/total asset) b) In a)’s scenario, to maintain the equity to asset…

K You expect to have $12,000 in one year. A bank is offering loans at 5.5% interest per year. How much can you borrow today? Today you can borrow $ (Round to the nearest cent.) C

Finance Suppose that the price of 3-year zero-coupon bonds is 1000 pounds. What is the forward rate for the third year? How would you construct a synthetic 1-year forward loan that commences at t= 2 and matures at t= 3

Pls do fast i will rate for sure.. Try to answer in typed form..

Please use the information in Question 5 to answer this question. You have taken out a 1/1 ARM (the teaser rate is locked for 1 year, and after this 1-year initial period, interest rate begins to adjust per year) with the following loan terms: • Loan amount: $300,000 • Annual rate cap: 2% • Lifetime cap: 6% • Margin: 300 bps (3%) • Teaser rate (annual): 5% • Market index rate at the beginning of year 1: 5.5% • Market index rate at the beginning of year 2: 6.5% • Loan term in years: 30 years Q6: Please calculate the monthly payment for year 1 $1,703.37 O $2,306.74 O $1,264.81 $1,610.46 No answer within +/-$10.0 of the correct one

Assume a bank has the following (very simplified) balance sheet.   1)Assets   Mortgages Fixed rate, 15 year, annual payments, both the coupon rate and yield-to-maturity are 8%   Floating rate, 15 year, rate: LIBOR + 2%, (duration = 0)   2)Liabilities   Overnight deposits, rate: 0.6%, (duration = 0)   2 year CD, rate: 2%, assume it is a zero coupon   3 year CD, rate: 4%, assume it is a zero coupon   3) Assignment:   Calculate weights which will immunize the portfolio. Note this is a set of weights, there is not one unique solution. You don't have to calculate the full set, just some set of weights which immunizes the portfolio. Now say you can only invest 50% of your assets in floating rate mortgages. What is the minimum amount of interest rate risk you can have? What will happen to the value of your portfolio if interest rates increase by 1%?