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Andrew Industries is contemplating issuing a 30-year bond with a coupon rate of 7.19% (annual coupon payments) and a face value of $1,000. Andrew believes it can get a rating of A from Standard & Poor's. However, due to recent financial difficulties at the company, Standard & Poor's is warning that it may downgrade Andrew Industries' bonds to BBB. Yields on A-rated, long-term bonds are currently 6.53%, and yields on BBB-rated bonds are 6.81%.

a. What is the price of the bond if Andrew Industries maintains the A rating for the bond issue?
b. What will be the price of the bond if it is downgraded?

1 Answer

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Final answer:

To determine the price of the bond, we use the present value formula and the appropriate discount rate. If Andrew Industries maintains the A rating, the price of the bond is approximately $1,056.38. If it is downgraded to BBB, the price is approximately $1,030.54.

Step-by-step explanation:

To determine the price of the bond if Andrew Industries maintains the A rating, we need to calculate the present value of its future cash flows. The cash flows include annual coupon payments of 7.19% of the face value of $1,000 and the final repayment of the face value after 30 years. Since the bond is A-rated, we use the yield of A-rated bonds, which is 6.53%, as the discount rate. Using the formula for the present value of a bond, we can calculate the price as follows:

PV = (Coupon Payment / Discount Rate) * (1 - (1 / (1 + Discount Rate)^n)) + (Face Value / (1 + Discount Rate)^n)

Where PV is the present value, Coupon Payment is the annual coupon payment, Discount Rate is the discount rate, n is the number of years to maturity, and Face Value is the face value of the bond.

For this bond, the calculation would be:

PV = (70.19 / 0.0653) * (1 - (1 / (1 + 0.0653)^30)) + (1000 / (1 + 0.0653)^30)

By solving this equation, we find that the price of the bond, if Andrew Industries maintains the A rating, is approximately $1,056.38.

If Andrew Industries is downgraded to BBB, we need to use the yield of BBB-rated bonds, which is 6.81%, as the discount rate. We can use the same formula to calculate the price:

PV = (Coupon Payment / Discount Rate) * (1 - (1 / (1 + Discount Rate)^n)) + (Face Value / (1 + Discount Rate)^n)

For this bond, the calculation would be:

PV = (70.19 / 0.0681) * (1 - (1 / (1 + 0.0681)^30)) + (1000 / (1 + 0.0681)^30)

By solving this equation, we find that the price of the bond, if Andrew Industries is downgraded, is approximately $1,030.54.

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