P242:( replace ‘2-year 5%’ with ‘2-year 6%’, replace ‘paying interest semiannually’ with ‘paying interest annually’)17. Suppose you have the following information from the market for zero-coupon bonds.MaturityPrice of $100Face ValueYield(APR with semiannual compounding)1 year$95.181445.0%2 years$95.623774.5%What would be the price of a 2-year 6% coupon bond paying interest annually? What would be its yield to maturity?
P242:( replace ‘2-year 5%’ with ‘2-year 6%’, replace ‘paying interest semiannually’ with ‘paying interest annually’)17. Suppose you have the following information from the market for zero-coupon bonds.MaturityPrice of $100Face ValueYield(APR with semiannual compounding)1 year$95.181445.0%2 years$95.623774.5%What would be the price of a 2-year 6% coupon bond paying interest annually? What would be its yield to maturity?
发布时间:2025-07-05 11:54:18