Scribd Logo
Upload

Welcome to Scribd!

  • PR IPM Sesi Bond

    Uploaded by

    agus suhendra
    8 views1 page
    investasi pasar modal

    Copyright

    © © All Rights Reserved

    Available Formats

    DOC, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    investasi pasar modal

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    8 views1 page

    PR IPM Sesi Bond

    Uploaded by

    agus suhendra
    investasi pasar modal

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    1.

    A 10-year, $1000 corporate bond with a 10 percent coupon rate (interest is paid
    semi-annually) is currently selling for $850:
    (a) Calculate its current yield.
    (b) Calculate its yield to maturity (using a financial calculator)

    2. You are asked to invest $30 million in a bond portfolio consisting of only two
    bonds. Bond A has a duration of 4.36 years, and bond B has a duration of 6.50
    years. The portfolio is to have an investment horizon of 5 years. How much of each
    bond issue would you have to buy to immunize the portfolio?

    You might also like