Thursday, May 24, 2012
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How much would an investor expect to pay for a $1,000 par value bond with a 9% annual coupon that matures…?

How much would an investor expect to pay for a $1,000 par value bond with a 9% annual coupon that matures in 5 years if the interest rate is 7%?
THE OPTIONS ARE:
A) $696.74
B) $1,075.82
C) $1,082.00
D) $1,123.01


2 Comments

  1. To calculate the Price of the bond, we’ll use the following symbols:
    (pv1,i,n) = present value of $1 discounted at i%, n periods from the present
    (pva,i,n) = present value of an annuity of $1 discounted at i%, for n periods

    The price of the bond is $1,000(pv1, 7%, 5)+ 9%($1,000)(pva, 7%, 5)
    Using the tables attached, this
    = $1,000(0.713) + 9%($1,000)(4.100)
    = $713 + $369 = $1,082.00

    C) $1,082.00

  2. C