The following information about bonds A, B, C, and D are given. Assume that bond prices admit no arbitrage opportunities. What is the convexity of Bond D? Cash Flow at the end of Bond Price Year 1 Year 2 Year 3 A 91 100 0 0 B 86 0 100 0 C 78 0 0 100 D ? 5 5 105

Given the information below, which bond(s) will be issued at a discount? Stated Rate of Return Market Rate of Return. Bond 1. O Bond 2. Bond 4. O Bonds 1 and 2. Bond 1 5% 7% Bond 2 7% 8% Bond 3 12% 12% Bond 4 10% 9%

1. If a company's bonds are selling at a discount, then Select one: a. The coupon interest rate is equal to the going interest rate b. The going rate of interest is above the coupon rate c. The current interest rates are below the coupon rate d. The YTM is below the coupon interest rate

25) The coupon rate is identified on the bond indenture and determines the amount of cash payment for each period. TRUE FALSE

Which type of bonds will have more volatile prices and returns?   A. 30-year Treasuries   B. 10-year Treasuries

Please answer 6D.

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Please see attached. Definitions: Coupon is the regular interest payment of a bond. Coupon rate is the interest rate for the bond​ coupons, expressed in annual percentage terms. Par value is the principal amount to be repaid at the maturity of the bond. Yield to maturity​ (YTM) is the return the bond holder receives on the bond if held to maturity. Maturity date is the expiration date of the bond on which the final interest payment is made as well as the principal repayment.

Please answer both parts

Suppose the term structure of interest rate is flat. Consider the following four bonds: Bond Term to Maturity (year) Coupon rate YTM 1 5 10% 7% 2 3 7 7 10% O a. 2,3,4,1 O b. 2,1,4,3 O c. 1,2,3,4 O d. 4,3,2,1 3% 3% 7% 4 7 If the yield-to-maturity for all bonds changes by 1%, rank the bonds from the lowest percentage change in price to the largest percentage change in price based on duration approximation. 7% 5%