65.7k views
0 votes
Calculate the price of a zero-coupon bond that matures in 14 years if the market interest rate is 5.45 percent. Assume semiannual compounding. (Do not round intermediate calculations and round your final answer to 2 decimal places.)

User Paldepind
by
8.0k points

1 Answer

2 votes

Final answer:

To calculate the price of a 14-year zero-coupon bond with a 5.45% market interest rate and semiannual compounding, the present value formula is used. With a face value of $1,000, the computed price is approximately $490.39.

Step-by-step explanation:

To calculate the price of a zero-coupon bond that matures in 14 years with a market interest rate of 5.45 percent and semiannual compounding, we use the present value formula. The present value (PV) of a bond is determined by the formula PV = F / (1+r/n)^(nt), where F is the face value of the bond, r is the market interest rate, n is the number of compounding periods per year, and t is the number of years until maturity.

Assuming a face value (F) of $1,000 (as zero-coupon bonds typically have a face value of $1,000), a market interest rate (r) of 5.45 percent or 0.0545 in decimal form, semiannual compounding (n = 2), and maturity in 14 years (t = 14), we can calculate the bond's price as follows:

PV = 1000 / (1 + 0.0545/2)^(2*14) = 1000 / (1 + 0.02725)^(28)

Carrying out the calculations:

PV = 1000 / (1.02725)^(28)

PV = 1000 / 2.0391951

PV = $490.39

The price of the zero-coupon bond with the given parameters would be $490.39.

User Mali Remorker
by
7.7k points