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You are considering the purchase of a coupon bond with a face value of $1,000, which matures in 14 years, and pays 4.15% (annual) coupons. If you require a return of 3.50% on this instrument, how much would you offer to pay for it today? [Present the answer rounded to two decimal places, e.g. 1035.16]

User Yehudah
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Final answer:

To determine the price to pay for a coupon bond today, calculate the present value of annual coupons of $41.50 for 14 years and the face value of $1,000 at the end of 14 years using a discount rate of 3.50%. Sum the present values of the annuity and lump sum to get the total price to offer.

Step-by-step explanation:

To find out how much you should offer to pay for a coupon bond today, you need to calculate the present value of all future coupon payments and the face value payment at maturity, discounted at the required return rate of 3.50%. This bond pays annual coupons at a rate of 4.15% on a face value of $1,000 for the next 14 years, which means you will receive $41.50 each year for 14 years and then the face value of $1,000 at the end of the 14th year.

The present value (PV) of an annuity (regular coupon payments) formula is:

PV = C * [(1 - (1 + r)^-n) / r]

where C is the annual coupon payment, r is the required return rate, and n is the number of years.

For the face value payment, you use the present value of a lump sum formula:

PV = F / (1 + r)^n

where F is the face value.

Plugging in the values you get:

PV of coupon payments = $41.50 * [(1 - (1 + 0.035)^-14) / 0.035]

PV of face value = $1,000 / (1 + 0.035)^14

Calculating these and summing gives the price you should offer for the bond today. Using a financial calculator or spreadsheet can help to compute these values quickly.

User Khanh Tran
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