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What is the duration for the following bond with annual payments?

a. 3.3533
b. 3.4872
c. 3.2194
d. 2.9348
e. 3.0520

User Uksz
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1 Answer

3 votes

Final answer:

The present value of a bond is calculated by discounting its future cash flows back to the present using the specified discount rate. For an 8% discount rate, the same as the bond's interest rate, its present value equals its face value. When the discount rate increases to 11%, the present value will decrease below the bond's face value.

Step-by-step explanation:

To calculate the current or present value of a bond with an 8% discount rate, you first need to determine the cash flows it will provide. In the case of a simple two-year bond with a $3,000 principal and an 8% interest rate, the bond will pay $240 in interest each year. At the end of the second year, it will also repay the $3,000 principal.

The present value of the bond, when discounted back at the same rate of interest (8%), would be calculated as follows:

  • The present value of the first interest payment after one year: $240 / (1 + 0.08) = $222.20
  • The present value of the second interest payment and the principal after two years: ($240 + $3,000) / (1 + 0.08)² = $2,777.80

The total present value of the bond is the sum of these amounts: $222.20 (first year) + $2,777.80 (second year) = $3,000, which is equal to the bond's face value, as expected since the discount rate matches the bond's interest rate.

However, if the discount rate increases to 11%, the present value of the cash flows would be:

  • The present value of the first interest payment after one year: $240 / (1 + 0.11) (calculate for exact value)
  • The present value of the second interest payment and the principal after two years: ($240 + $3,000) / (1 + 0.11)² (calculate for exact value)

The total present value at a discount rate of 11% would then be the sum of the calculated values for the first and second years, which will be less than the face value due to the higher discount rate.

User Olivarsham
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