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Problem 7-10 bond quotes (lg7-3) consider the following three bond quotes: a treasury bond quoted at 103.6563, a corporate bond quoted at 96.10, and a municipal bond quoted at 100.50. if the treasury and corporate bonds have a par value of $1,000 and the municipal bond has a par value of $5,000, what is the price of these three bonds in dollars?

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Final answer:

The treasury bond is priced at $1,036.56, the corporate bond at $961.00, and the municipal bond at $5,025.00. For instance, a bond that would pay a final amount of $10,600 in a year when interest rates are now 9%, would be worth $9,724.77 to a buyer.

Step-by-step explanation:

The price of a bond in dollars, when given a quote, can be determined by multiplying the quote by the par value of the bond. For the treasury and corporate bonds with a par value of $1,000, the calculation is straightforward:

  • Treasury bond: 103.6563% of $1,000 = $1,036.56
  • Corporate bond: 96.10% of $1,000 = $961.00

For the municipal bond with a par value of $5,000, the process is similar:

  • Municipal bond: 100.50% of $5,000 = $5,025.00

For example, a 10,000 ten-year bond at a 6% interest rate being considered for purchase when the market rate is 9%, would have its price adjusted down to make its return competitive with new bonds at the 9% rate.

To calculate what you would actually be willing to pay for such a bond, you would discount the expected payments back at the current market interest rate. Assuming the bond pays $600 annually and will pay its final sum one year from now, the calculation would be:

  • $10,600 / (1 + 0.09) = $9,724.77

Therefore, you would not be willing to pay more than $9,724.77 for the $10,000 bond.

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