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The YTM of 1-year and 2-year treasury bonds are 4.5% and 5.5%, respectively. The 1-year bond is zero coupon and the 2-year bond trades at par. If the annual volatility is 15%, calculate the r₁ₗ (i.e., the lower branch of the binomial tree at T=1 ). Report the result in the percentage format (e.g., if the answer is 0.0321 , report it as 3.21) Assume "annual" coupon payments.

User Mats Lind
by
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1 Answer

5 votes

Final answer:

To calculate the r₁ₗ in a binomial tree, we need to estimate the possible interest rate movements based on the given annual volatility. Assuming the interest rate can increase or decrease by one standard deviation, the r₁ₗ is either 6.325% or 3.825%.

Step-by-step explanation:

To calculate the r₁ₗ in a binomial tree, we need to estimate the possible interest rate movements. Based on the given information, the annual volatility is 15%. Let's assume that the interest rate can either increase or decrease by one standard deviation, which is 15%.

The YTM of 1-year and 2-year treasury bonds are 4.5% and 5.5%, respectively. The 1-year bond is zero coupon and the 2-year bond trades at par. If the annual volatility is 15%, calculate the r₁ₗ (i.e., the lower branch of the binomial tree at T=1 ). Report the result in the percentage format (e.g., if the answer is 0.0321 , report it as 3.21) Assume "annual" coupon payments.

ChatGPT

To calculate the lower branch rate (

1

r

1L

) for the binomial tree at

=

1

T=1, we can use the following relationship between the spot rate (

0

r

0

), the lower branch rate (

1

r

1L

), and the upper branch rate (

1

r

1H

):

1

=

(

1

+

0

)

×

(

1

1

2

×

YTM

1

1

+

YTM

2

)

1

r

1L

=(1+r

0

)×(1−

1−

1+YTM

2

2×YTM

1

)−1

Here,

0

r

0

is the current spot rate.

YTM

1

YTM

1

is the yield to maturity of the 1-year bond.

YTM

2

YTM

2

is the yield to maturity of the 2-year bond.

Given:

0

r

0

is not explicitly provided, but we'll assume it's the rate for a risk-free bond, often considered equivalent to the yield of a Treasury bond. Let's assume

0

=

4.5

r

0

=4.5.

YTM

1

=

4.5

%

YTM

1

=4.5%

YTM

2

=

5.5

%

YTM

2

=5.5%

Now we can substitute these values into the formula:

1

=

(

1

+

0.045

)

×

(

1

1

2

×

0.045

1

+

0.055

)

1

r

1L

=(1+0.045)×(1−

1−

1+0.055

2×0.045

)−1

1

=

0.045

×

(

1

1

0.09

1.055

)

1

r

1L

=0.045×(1−

1−

1.055

0.09

)−1

1

=

0.045

×

(

1

1

0.085308

)

1

r

1L

=0.045×(1−

1−0.085308

)−1

1

=

0.045

×

(

1

0.914692

)

1

r

1L

=0.045×(1−

0.914692

)−1

1

=

0.045

×

(

1

0.9565

)

1

r

1L

=0.045×(1−0.9565)−1

1

=

0.045

×

(

0.9565

)

1

r

1L

=0.045×(−0.9565)−1

1

=

0.043

r

1L

=−0.043

Convert to percentage:

0.043

×

100

=

4.3

%

−0.043×100=−4.3%

Therefore, the lower branch rate (

1

r

1L

) is approximately 4.3%.

User Kovaxis
by
7.6k points