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There is a zero coupon bond that sells for $425.13 and has a par value of $1,000. If the bond has 13 years to

maturity, what is the yield to maturity? Assume semiannual compounding.

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Final answer:

The yield to maturity (YTM) of a zero coupon bond with a present value of $425.13, a par value of $1,000, and 13 years to maturity with semiannual compounding is approximately 7.03%.

Step-by-step explanation:

To calculate the yield to maturity (YTM) of a zero coupon bond that sells for $425.13, has a par value of $1,000, and matures in 13 years with semiannual compounding, we can use the following formula:

Present Value = Par Value / (1 + r)^n,

where Present Value is $425.13, Par Value is $1,000, r is the yield to maturity per period, and n is the total number of compounding periods.

Since the bond is compounded semiannually, there are 26 periods (13 years × 2). We need to solve for r in the formula:

$425.13 = $1,000 / (1 + r)^26

By transposing the formula, we get: (1 + r)^26 = $1,000 / $425.13

(1 + r)^26 = 2.3522

We can now use a financial calculator or logarithms to solve for r:

r = (2.3522)^(1/26) - 1

r = 0.035128 or 3.5128%

Since this is the semiannual yield, we need to double it to get the annual yield:

YTM = 2 × 3.5128% = 7.0256% or approximately 7.03%

Therefore, the yield to maturity for this bond with semiannual compounding is approximately 7.03%.

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