You find the following Treasury bond quotes. To calculate the number of years until maturity, assume that it is currently May 2022. All of the bonds have a par value of $1,000 and pay semiannual coupons. Rate ?? 6.152 6.153 Maturity Month/Year May 35 May 38 May 44 Bid Asked 103.4586 103.5314 Change +.3274 104.4926 104.6383 +.4269 ?? ?? +.5379 Yield to maturity In the above table, find the Treasury bond that matures in May 2038. What is your yield to maturity if you buy this bond? Note: Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. Ask Yield 5.959 ?? 3.991 %

You find the following Treasury bond quotes. To calculate the number of years until maturity, assume that it is currently May 2022. All of the bonds have a par value of $1,000 and pay semiannual coupons. Rate ?? 6.252 6.163 Maturity Month/Year May 37 May 40 May 46 Bid 103.4612 104.4952 Yield to maturity Asked 103.5340 % 104.6409 ?? Change +.3015 +.4293 +.5405 In the above table, find the Treasury bond that matures in May 2040. What is your yield to maturity if you buy this bond? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. Ask Yield 5.999 ?? 4.031

Masukh

On December 8, 2021, the yields on Treasury bonds with different maturities were as follows: Maturity 1 Month 1 Year 2 Years 5 Years 10 Years YTM 0.04% 0.29% 0.68% 1.27% 1.52% 30 Years 1.87% Which of the following statements is an appropriate interpretation of these data? The market is expecting future short-term rates to decrease. The market is expecting a recession in the near future. The market is not expecting future short-term rates to decrease. The risk of default is rising over time. The market demands a short-term risk premium.

Please answer all questions what is the price of the bond using a semiannual convention if the maturity is 10 years, 30 years, 50 years and 80 years with explanations Thx .

Assume coupons are paid annually. Here are the prices of three bonds with 10-year maturities. Assume face value is $100. Bond Coupon (%) 2 4 8 a. What is the yield to maturity of each bond? b. What is the duration of each bond? Price (%) 80.22 96.79 135.42 Complete this question by entering your answers in the tabs below. Required A Bond Coupon (%) 2 4 8 Required B What is the yield to maturity of each bond? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. YTM % % %

The following is a list of prices for zero-coupon bonds of various maturities. Maturity (years) 1 2 3 4 Price of Bond $ 980.90 914.97 843.12 771.76 Required: a. Calculate the yield to maturity for a bond with a maturity of (i) one year; (ii) two years; (iii) three years; (iv) four years. Assume annual coupon payments. b. Calculate the forward rate for (i) the second year; (ii) the third year; (iii) the fourth year. Assume annual coupon payments. Complete this question by entering your answers in the tabs below. Required A Required B Calculate the yield to maturity for a bond with a maturity of (i) one year; (ii) two years; (iii) three years; (iv) four years. Assume annual coupon payments. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. Maturity (Years) Price of Bond YTM 1 $ 980.90 % 2 $ 914.97 % 3 $ 843.12 %

Raghubhai

You find the following Treasury bond quotes. To calculate the number of years until maturity, assume that it is currently May 2022. All of the bonds have a par value of $1,000 and pay semiannual coupons. Rate ?? 5.424 6.183 Maturity Month/Year May 32 May 35 May 41 Bid 103.4664 104.5004 ?? Asked Change 103.5392 +.3067 104.6461 ?? +.4341 +.5457 Ask Yield 6.079 ?? 4.111 In the above table, find the Treasury bond that matures In May 2035. What is your yield to maturity if you buy this bond? Note: Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. Yield to maturity 96

Today is January 2, 2022, and investors expect the annual nominal risk-free interest rates in 2022 through 2024 to be:   Year One-Year Rate (rRF) 2022 2.5 % 2023 2.3   2024 3.3     Assume the bonds have no risks. What is the yield to maturity for Treasury bonds that mature at the end of 2023 (a two-year bond)? Round your answer to one decimal place.   % What is the yield to maturity for Treasury bonds that mature at the end of 2024 (a three-year bond)? Round your answer to one decimal place.   %