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Numerical

# Bond Value.
1 B.Value YTM PTM YEILD Face value
$849.54 20 50 12% 1000
b Effective Annual Yeild
EAY YTM Coupon Rate
$10.25 2 0.1
2 Bond Yeilds
B.Value YTM PTM YEILD Face value
$911.37 6 80 10% 1000
b Effective Annual Yeild
EAY YTM Coupon Rate
$8.16 2 0.08
3 Interpreting Bond Yeild
Coupon rate
$0.10
YTM
$0.08
5 Bond Price
B.Value YTM PTM YEILD Face value
$871.65 10 70 9% 1000
6 Bond Yeild
B.Value YTM PTM YEILD Face value
$1,124.94 9 100 8% 1000
7 Coupon Rate
Finding PMT For Coupon rate
B.Value YTM PTM YEILD Face value
$850.00 13 $55.64 7% 1000
8 Bond Price
B.Value YTM PTM YEILD Face value
$1,080.47 11 86 8% 1000
9 Bond Yeild
B.Value YTM PTM YEILD Face value
$1,127.18 12 78 6% 1000
10 Coupon Rate
Finding PMT For Coupon rate
B.Value YTM PTM YEILD Face value
-850 14.5 $71.08 9% 1000
15 Bond Price Movements
BOND X.
B.Value YTM PTM YEILD Face value
1 -$1,158.85 12 $90.00 7% 1000
3 -$1,140.47 10 $90.00 7% 1000
8 -$1,082.00 5 $90.00 7% 1000
12 -$1,018.69 1 $90.00 7% 1000
13 -$1,000.00 0 $90.00 7% 1000
BOND Y.
B.Value YTM PTM YEILD Face value
1 -$856.79 12 $70.00 9% 1000
3 -$871.65 10 $70.00 9% 1000
8 -$922.21 5 $70.00 9% 1000
12 -$981.65 1 $70.00 9% 1000

13 -$1,000.00 0 $70.00 9% 1000


16 Interst rate risk
BOND BOM.
B.Value YTM PTM YEILD Face value
$1,000.00 2 80 8% 1000

DECREAS $1,036.67 2 80 6% 1000


E BY 2%
INCRESE
$965.29 2 80 10% 1000
BY 2%

BOND TOM.
B.Value YTM PTM YEILD Face value
$1,000.00 15 80 8% 1000

DECREAS $1,194.24 15 80 6% 1000


E BY 2%
INCRESE $847.88 15 80 10% 1000
BY 2%

17 Interst rate risk


BOND J.
B.Value YTM PTM YEILD Face value
$827.60 8 50 8% 1000

DECREAS
E BY 2%
$937.90 8 50 6% 1000
$733.25 8 50 10% 1000

BOND K.

INCRESE
BY 2%
B.Value YTM PTM YEILD Face value
$1,172.40 8 110 8% 1000
$1,310.49 8 110 6% 1000

DECREAS $1,053.35 8 110 10% 1000


E BY 2% Bond Yield
INCRESE
BY 2% 9.62
18 B.Value YTM PTM YEILD Face value
CURRENT
YEILD
-1040 7 100 9.20% 1000
FIND
YEILD EAY YTM Nominal Rate
0.1 14 0.1

FIND
EAY B0nd Yeild

B.Value YTM PTM YEILD Face value


19 -1095 10 80 6.67% 1000
Finding The Bond Maturity
B.Value YTM PTM YEILD Face value
20 -1224.48 12.99 120 0.09 1000
Interest On Zeroes
B.Value YTM PTM YEILD Face value
21 -$178.43 20 0 0.09 1000
pon Rate

pon Rate