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Assume the​ zero-coupon yields on​ default-free securities are as summarized in the following​ table:

Maturity 1 year 2 years 3 years 4 years 5 years

​Zero-Coupon Yields 3.53.5​% 4.04.0​% 4.34.3​% 4.54.5​% 4.94.9​%

What is the price today of a​ two-year, default-free security with a face value of $1,000 and an annual coupon rate of 3%​?

1 Answer

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Final answer:

The price today of a two-year default-free security with a face value of $1,000 and a 3% coupon rate is $981.23, calculated using the present value of the coupon payments and the face value at the given zero-coupon yields.

Step-by-step explanation:

To calculate the price today of a two-year default-free security with a face value of $1,000 and an annual coupon rate of 3%, we use the present value formula for both the coupon payments and the face value. The annual coupon payment is $30 (3% of $1,000). Given the zero-coupon yields of 4.0% for the first year and 4.0% for the second year, the present value (PV) of the coupons and the face value are calculated as follows:

  • PV of first coupon = $30 / (1 + 0.04) = $28.85
  • PV of second coupon and face value = ($30 + $1,000) / (1 + 0.04)^2 = $952.38

The sum of these values gives us the price of the security today, which is:

Price today = $28.85 + $952.38 = $981.23

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