27.6k views
1 vote
​You own a 10-year, $10,000 US Treasury bond with a coupon rate of 3%. There are two years left to maturity, and you are planning to sell the bond in the secondary market. If the interest rate is 5%, how much can you expect to get for the bond?

User Raha
by
5.7k points

2 Answers

4 votes

Final answer:

To sell a 10-year, $10,000 US Treasury bond with a 3% coupon rate and two years left to maturity in a market where the current interest rate is 5%, present value calculations suggest the bond would sell for approximately $9,356.

Step-by-step explanation:

If you own a 10-year, $10,000 US Treasury bond with a coupon rate of 3% and are planning to sell the bond in the secondary market when there are two years left to maturity, and the current interest rate is 5%, you can calculate its current value using present value (PV) calculations for both the coupon payments and the principal you will receive at maturity.

The bond will pay $300 annually (3% of $10,000) for the next two years. To find the present value of these payments, you would discount them using the current market interest rate of 5%. Remember that when current interest rates are higher than the bond's coupon rate, the bond will sell for less than its face value.

The calculation is as follows:

PV of Coupon 1: $300 / (1 + 0.05)1 = $285.71

PV of Coupon 2 + Principal: ($300 + $10,000) / (1 + 0.05)2 = $9,070.29

Total PV (Price of Bond): $285.71 + $9,070.29 = $9,356

Thus, you can expect to sell the bond for approximately $9,356 on the secondary market.

User Amitay Nachmani
by
5.9k points
2 votes

Answer:

$9,627.82 is expected to receive from the bond.

Step-by-step explanation:

Given:

Face value of bond = $10,000

Coupon rate = 3% or 0.03 (assuming it is paid annually)

Coupon payment = 0.03 × 10,000 = $300

Interest rate is 5% or 0.05.

Amount expected to receive on the bond is the present value of bond.

Time to maturity = 2 years

Present value of bond = 10,000 ×
PVIF_({2 years, 0.05}) + 300 ×
PVIFA_({2 years, 0.05})

= 10,000 × 0.907 + (300 × 1.8594)

= $9,627.82

Therefore, bond is expected to receive $9,627.82 from the sales.

User RealHowTo
by
5.9k points