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a bond pays 10oupon semiannually, has a par value of $1,000 and will mature in 10 years. if it currently sells for $942.65, what is its yield to maturity?

User Chau Giang
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1 Answer

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Final answer:

To calculate the yield to maturity of a bond, use the formula YTM = (C + (F-P)/n) / ((F+P)/2), where C is the coupon payment, F is the face value of the bond, P is the purchase price, and n is the number of periods until maturity. Plugging in the given values, the yield to maturity of the bond is approximately 5.16%.

Step-by-step explanation:

To calculate the yield to maturity of a bond, we need to use the following formula:

YTM = (C + (F-P)/n) / ((F+P)/2)

Where:

  • YTM is the yield to maturity
  • C is the coupon payment
  • F is the face value of the bond
  • P is the purchase price
  • n is the number of periods until maturity

In this case, the bond pays a semiannual coupon payment of $10, has a face value of $1,000, and sells for $942.65. It will mature in 10 years, which is equivalent to 20 periods (since it pays semiannually).

Plugging these values into the formula, we get:

YTM = (10 + (1000-942.65)/20) / ((1000+942.65)/2)

Calculating this expression, the yield to maturity of the bond is approximately 0.0516 or 5.16%.

User YKa
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