The most recent futures settlement price is 93-06. What is the cost to deliver the following bond?    Quoted Bond Price       Conversion Factor    99.5 1.014 (required precision: 0.01 +/- 0.01)

This first table describes prevailing market interest rates.                     Market Data             Yield 0.05                             Required:               Using the yield above and the information contained in the table below, please calculate the price and duration of the bond as well as all necessary steps.                 (Use cells A5 to B5 from the given information to complete this question.)                         Time Until Payment Payment Discounted Payment Weight  Time × Weight        1.00 $30.00              2.00 $30.00              3.00 $30.00              4.00 $1,030.00              Price:             Duration

The following facts are available about a convertible bond: Market Price of issuer's common stock = S = 100, uS = 110, dS = 90, Interest Rate = 3%, Face Value of a Convertible Bond (E) = 1,000. Using the One Period Binomial Model to create a replicating portfolio, calculate the price of this convertible bond.   a. $1,001.67   b. $1,018.51   c. $1,033.98   d. $1,041.15   Do it correctly with step by step explanation.

(PLEASE READ THIS DIRECTION)Rules for Bond Valuation Problem Solving:a. For the "PV FACTOR in computing the PV of the coupon and PV for the maturity value/ principal use until 8-9th decimal place" before multiplying the coupon payment or future value.Example: ___x 2.123456789 or 22.12345678b. For "COMPOUNDED RATES" include all decimals in the rate (do not round off).Example semi-annual: 13%/2 =0.065c. For the "VALUE OF THE BOND/ PRICE OF THE BOND" round off your answers and final answers into whole numbers.Example: 824.59= 825   1. A bond issued by Delta Corporation matures in 12 years. It has a 12.5 percent annual coupon rate and a face value of P10,000. The bond has a discount rate to maturity of 9.5 percent. What is the price of Omega's bond today?

The following Bond Data is provided on the FINRA website: Suppose Today's date is 07/11/2023 • Bond Maturity Date: 07/11/2031 Today's Bond Price: $81.95 Bond PAR value: $100 Bond Coupon Rate: 1.8% (coupons are paid semiannually). What is the computed yield to maturity of this Bond? Enter your answer in the format: 0.1234 Hint: Gather N, PV, PMT, FV and compute I/Y; Assume there are 365 days in a year.

(PLEASE READ THIS DIRECTION)Rules for Bond Valuation Problem Solving:a. For the "PV FACTOR in computing the PV of the coupon and PV for the maturity value/ principal use until 8-9th decimal place" before multiplying the coupon payment or future value.Example: ___x 2.123456789 or 22.12345678b. For "COMPOUNDED RATES" include all decimals in the rate (do not round off).Example semi-annual: 13%/2 =0.065c. For the "VALUE OF THE BOND/ PRICE OF THE BOND" round off your answers and final answers into whole numbers.Example: 824.59= 825   2. Your sister has been offered a 5-year bond with a P1,000 par value and a 7 percent coupon rate. This bond's interest is paid semi-annually. If your sister is to earn a nominal rate of return of 9 percent, compounded semi-annually, how much should she pay for the bond?

OAS on a callable bond is 75 basis points using on-the-run treasuries as benchmark rates. Which is correct? OA. Cost of the embedded option is 75 bps B. Cost of the embedded option is 75bps over the treasuries benchmark OC. OAS reflects the credit risk and liquidity risk of the bond over the treasury benchmark rates OD. Nominal spread is 75 bps over the treasury benchmark rates.

(PLEASE READ THIS DIRECTION)Rules for Bond Valuation Problem Solving:a. For the "PV FACTOR in computing the PV of the coupon and PV for the maturity value/ principal use until 8-9th decimal place" before multiplying the coupon payment or future value.Example: ___x 2.123456789 or 22.12345678b. For "COMPOUNDED RATES" include all decimals in the rate (do not round off).Example semi-annual: 13%/2 =0.065c. For the "VALUE OF THE BOND/ PRICE OF THE BOND" round off your answers and final answers into whole numbers.Example: 824.59= 825   3. Assume that Greenwich and Pizza Hut have similar P100,000 par value bond issues outstanding. The bonds are equally risky. Pizza Hut bond has an annual coupon rate of 8 percent and matures 20 years from today, the nominal annual rate of return is 12%. Greenwich's bond has a coupon rate of 8 percent, with interest paid semiannually, matures in 20 years, and nominal required rate of return 12 percent on a semi-annual basis. What is the DIFFERENCE in current…

(PLEASE READ THIS DIRECTION)Rules for Bond Valuation Problem Solving:a. For the "PV FACTOR in computing the PV of the coupon and PV for the maturity value/ principal use until 8-9th decimal place" before multiplying the coupon payment or future value.Example: ___x 2.123456789 or 22.12345678b. For "COMPOUNDED RATES" include all decimals in the rate (do not round off).Example semi-annual: 13%/2 =0.065c. For the "VALUE OF THE BOND/ PRICE OF THE BOND" round off your answers and final answers into whole numbers.Example: 824.59= 8251. Charlie Corporation is a chemical company. The company issued an outstanding bond with a P100,000 par value at 15-year maturity date. The coupon rate is 8%, and interest is paid quarterly. The required nominal interest rate on this borrowings has now increased to 16 percent . What is the current market value of the bond?

The theoretical futures price of a Treasury bond futures contract calculated using the formula:\\n\ \n"Future value of the spot price of bond A on the first delivery date - Future value of all coupons paid on bond A on the first delivery date" \\n\\nis $101-12.\ \n\\nThe actual futures price is $99-15.\\n\\nThe eligible deliverable bonds consist of bonds A, B, C, D, E, F, G, H, I, J, K, L, M, N.\\n\\nWhich of the following is correct?\\n\\n\\na.\\nA riskless arbitrage can be conducted by selling the futures contract and buying bond A\\n\\n\\nb.\\nlt is not possible to conduct a riskless arbitrage in this situation\\n\\n\\nc.\\nA riskless arbitrage can be conducted by buying the futures contract and short-selling bond A