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If a $1,000 zero coupon bond with a 20‐year maturity has a market price of $280, what is its rate of return?

User R Menke
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Step-by-step explanation:

The rate of return on a zero-coupon bond can be calculated using the formula for yield to maturity (YTM). Since the bond is a zero-coupon bond, it does not pay periodic interest (coupons) but instead is purchased at a discount to its face value.

The formula for yield to maturity (YTM) on a zero-coupon bond is as follows:

YTM = [(Face Value / Current Price)^(1 / Number of Years to Maturity)] - 1

Where:

Face Value = the face value or maturity value of the bond ($1,000 in this case)

Current Price = the current market price of the bond ($280 in this case)

Number of Years to Maturity = the number of years until the bond matures (20 years in this case)

Now, let's plug in the values and calculate the rate of return (YTM):

YTM = [($1,000 / $280)^(1 / 20)] - 1

YTM = (3.571428571428571)^0.05 - 1

YTM = 1.0832829543 - 1

YTM = 0.0832829543

To express the rate of return as a percentage, we need to multiply it by 100:

Rate of Return = YTM * 100

Rate of Return = 0.0832829543 * 100

Rate of Return ≈ 8.33%

So, the rate of return on the $1,000 zero-coupon bond with a 20-year maturity, which is currently priced at $280, is approximately 8.33%.

User POTENZA
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