Which of the following bond prices is most sensitive to market rate changes? The par value is $1,000 for all. Oa. 6 years, 4.5% coupon rate, 3% YTM O b. 10 years, 4.5% coupon rate, 2.99% YTM O c. 6 years, 5.5% coupon rate, 4% YTM O d. 10 years, 5.5% coupon rate, 3% YTM e. 10 years, zero coupon bond, 2.99% YTM

Given the following information on a bond, Par value: $1000 Interest rate: 6% Coupon rate: 8% paid semiannually Years to maturity: 15 years, what is the expected price at the end of year 5? Question 7Select one: a. 1145.32 b. 1152.98 c. 1148.77 d. 1141.97 please show math and explanation..

A. Calculate the yield spread of the following floating rate bond: •    Annual coupon rate = reference rate + 200 basis points•    initial reference rate (annual) = 4%•    The bond has a 10-year of term to maturity•    Assume the bond’s par value = USD1000•    The price of the bond = USD1,032.84 B. Suppose the new reference rate is decreased to 3% two years after the bond is issued. What is the price of the bond then?

The term structure for zero-coupon bonds is currently: Maturity (Years) YTM (%) 1 5.2% 2 6.2 3 7.2 Next year at this time, you expect it to be: Maturity (Years) YTM (%) 1 6.2% 2 7.2 3 8.2 Required: What do you expect the rate of return to be over the coming year on a 3-year zero-coupon bond? Under the expectations theory, what yields to maturity does the market expect to observe on 1- and 2-year zeros at the end of the year? Is the market's expectation of the return on the 3-year bond greater or less than yours?