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2. What is the price of a 20-year, zero coupon bond paying $1000 at maturity,

assuming semiannual compounding, if the YTM 8% (show your work).

1 Answer

1 vote

Answer:

293.05

Step-by-step: Can be calculated using the formula:

Price = Face Value / (1 + (YTM / n))^(n * m)

where:

- Face Value is the amount paid at maturity ($1000 in this case)

- YTM is the yield to maturity (8% in this case)

- n is the number of compounding periods per year (2 for semiannual compounding)

- m is the number of years to maturity (20 in this case)

Plugging in the values, we get:

Price = $1000 / (1 + (0.08 / 2))^(2 * 20)

Simplifying the expression inside the parentheses:

Price = $1000 / (1.04)^(40)

Calculating (1.04)^(40):

Price = $1000 / 3.4149

Therefore, the price of the 20-year, zero coupon bond is approximately $293.05.

Correct me if i'm wrong :>

User Mikeage
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