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g What is the bond equivalent yield of a bond if it has 100 days to maturity, a par value of $10,000, and is currently trading at $9720

User Yiding
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1 Answer

12 votes

Answer:

10.51%

Step-by-step explanation:

The computation of the bond equivalent yield is shown below:

Given that

Par value at redemption = $10,000

Bond price = $9,720

Number of days of maturity = 100 days

Now

Profit of holding this bond = Par value at redemption - Bond purchase price

= $10,000 - $9,720

= $280

Now yield from the 100 days

= profit from holding the bond ÷ Purchase price of the bond

= $280÷ $9,720 × 100

= 2.88

Now the yield annualized is

= 2.88 × 365 days ÷ 100 days

= 10.51%

User Zhani Baramidze
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