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Both Bond Sam and Bond Dave have 10 percent coupons, make semiannual payments, and are priced at par value. Bond Sam has 3 years to maturity, whereas Bond Dave has 19 years to maturity. If interest rates suddenly rise by 5 percent, what is the percentage change in the price of Bond Sam?

a) 12.10%
b) -11.71%
c) -13.29%
d) -11.73%

1 Answer

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Final answer:

To calculate the percentage change in the price of Bond Sam, use the present value formula to compare the present value before and after the change in interest rates. The percentage change is -11.73%.

Step-by-step explanation:

To calculate the percentage change in the price of Bond Sam, we need to compare the present value of Bond Sam before and after the change in interest rates. The formula to calculate the present value is PV = C * (1 - (1 / (1+r)^n)) / r, where PV is the present value, C is the coupon payment, r is the interest rate, and n is the number of periods.

In this case, Bond Sam has a 10 percent coupon and a 3-year maturity. Since the interest rates suddenly rise by 5 percent, the new interest rate would be 10% + 5% = 15%. Plugging these values into the present value formula, we can calculate the present value of Bond Sam before and after the change in interest rates. The difference in present values will give us the percentage change in the price of Bond Sam.

The percentage change is calculated as (Present Value After - Present Value Before) / Present Value Before *100. After performing these calculations, the percentage change in the price of Bond Sam is -11.73% (Option d).

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