m******1
发帖数: 11 | 1 Three years ago in 2005, an investor purchased 12.0% monthly coupon bond at
par value. The current yield of the bond is 11.0%. The bond will mature in
2025. Answer the following questions:
： Calculate the price of the bond in year 2010, if it pays monthly
coupons until 2015 and then begins paying semi-annual coupons for the
remaining years until maturity. | m******1
发帖数: 11 | 2
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Please?
【在 m******1 的大作中提到】
: Three years ago in 2005, an investor purchased 12.0% monthly coupon bond at
: par value. The current yield of the bond is 11.0%. The bond will mature in
: 2025. Answer the following questions:
: ： Calculate the price of the bond in year 2010, if it pays monthly
: coupons until 2015 and then begins paying semi-annual coupons for the
: remaining years until maturity.
| c*********k
发帖数: 220 | 3 "Calculate the price of the bond in year 2010"
"The current yield of the bond is 11.0%"
The simulation does not give the bond yield in 2010, I don't think you can
calculate the price in the year of 2010. Unless, we assumed the yield is
consistent through 2010. Do you think so? |
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