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What must be the price of a $5,000 bond with a 6.6​% coupon​ rate, semiannual​ coupons, and two years to maturity if it has a yield to maturity of 10​% ​APR?

User MattLBeck
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1 Answer

2 votes

Answer:

Bond Price = $4698.59

Step-by-step explanation:

The price of a bond is equal to the present value of the interest payments, which are in form of an annuity, made by the bond plus the present value of the face value of the bond.

The formula to calculate the price of the bond is attached.

The semi annual coupon rate = 6.6% / 2 = 3.3%

Total period = 2 * 2 = 4

Semi annual YTM = 10% / 2 = 5%

Semi annual coupon payment = 5000 * 0.033 = 165

Bond Price = 165 * [( 1 - (1 + 0.05)^-4) / 0.05] + 5000 / (1+0.05)^4

Bond Price = $4698.59

What must be the price of a $5,000 bond with a 6.6​% coupon​ rate, semiannual​ coupons-example-1
User Dwmorrin
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