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Both Bond Bill and Bond Ted have 10.4 percent coupons, make semiannual payments, and are priced at par value. Bond Bill has 5 years to maturity, whereas Bond Ted has 22 years to maturity.
Requirement 1:If interest rates suddenly rise by 3 percent, what is the percentage change in the price of these bonds? (Do not include the percent signs (%). Enter rounded answers as directed, but do not use the rounded numbers in intermediate calculations. Negative amounts should be indicated by a minus sign. Round your answers to 2 decimal places (e.g., 32.16).)
Requirement 2:If rates were to suddenly fall by 3 percent instead, what would be the percentage change in the price of these bonds? (Do not include the percent signs (%). Enter rounded answers as directed, but do not use the rounded numbers in intermediate calculations. Round your answers to 2 decimal places (e.g., 32.16).)
What strategic paths can Starbucks pursue its objectives as becoming the most respected and recognized brands in the world?
Find out the future value of following annuities. The first payment in these annuities is made at the end of year one. That is, they're are ordinary annuities.
Assume stock returns can be explained by a 2 factor model. The firm-specific risks for all stocks are independent. The following table shows the data for two diversified portfolios:
Grateway Corporation has a weighted average cost of capital of 11.5%. Its target capital structure is 55 percent equity and 45% debt. The company has sufficient retained earnings to fund the equity portion of its capital budget.
Suppose you have just taken out a 30 year mortgage on your new home for $120,000. This mortgage is to be repaid in 360 equal monthly installments., If the stated (nominal) annual interest rate is 14.75%,
Computation of beta and asset beta and compute the beta of Compton Technology's debt by dividing the covariance of the debt's return
The following information are taken from the financial statements of Prone, Inc. as of the end of the year 2007. The information are in alphabetical order.
What opportunity is open to an arbitrageur when a 180-day European call option to buy 1 Euro for $1.3083 costs $0.02 per Euro? Assume the size of forward and options contracts to be 1,000,000 Euros each. Ignore borrowing costs.
Suppose a firm has been growing at a 15% yearly rate and is expected to continue to do so for 3 more years. At that time, growth is expected to slow to a constant 4% rate.
If your goal is to generate a portfolio with the expected return of 14.25%, how much money will you invest in stock A. In Stock B.
Use indifference curve analysis to show how social security pension can reduce consumption for worker with perference for current vs. future consumption.
Suppose that on January 1st the annual cost of borrowing in JPY and US dollars are 2% and 7% respectively (Rjpy=2% and RUS=7%). The spot rate of USD on January 1st is USD/JPY110.
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