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1. Application of duration
a) Draw the price-ytm(i) graph for a 5% fixed-coupon bond that has 10 years to maturity (assuming annual coupon payments).
b) Calculate the duration for this bond if the interest rate is 3%.
c) What is the approximate percentage change in price if the interest rate rises to 5%? (calculate the price change using the duration approach)
d) What is the actual percentage change in price if the interest rate rises to 5%?
Determine earnings before interest and taxes, net income and also the cash flow from operations for the following firm.
The financial team has been properly selected and charged to proceed with their analysis of EEV's financial statements. In the course of their evaluation, they will be assessing the firm's operating performance, benchmarking their competitors, and..
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A debt of $8800 is to be amortized with 8 equal semiannual payments of $1389.20. If the annual interest rate is 11% compounded semiannually, find the unpaid balance immediately after the 5th payment.
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What would the annual yield to maturity be on the bond if you purchased the bond today and held it until maturity?
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The bond you have chosen to deliver is a 9% coupon bond with 19 years, 5 months and 12 days left until maturity. What will you receive at delivery
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