• 2022-06-19
    A five-year bond with a yield of 11% (annually compounded) pays an 8% coupon at the end of each year. What is the bond's modified duration?( )
    A: 3.982
    B: 4.256
    C: 3.843
  • C

    内容

    • 0

      A<br/>coupon bond that pays interest annually has a par value of $1,000,<br/>matures in seven years, and has a yield to maturity of 9.3%. The<br/>intrinsic value of the bond today will be ________ if the coupon rate<br/>is 8.5%. A: $712.99 B: $960.14 C: $1,123.01 D: $886.28 E: $1,000.00

    • 1

      Ceteris<br/>paribus, the duration of a bond is negatively correlated with the<br/>bond's ________ A: time<br/>to maturity. B: coupon<br/>rate. C: yield<br/>to maturity. D: coupon<br/>rate and yield to maturity. E: None<br/>of the options are correct.

    • 2

      If a $5,000 coupon bond has a coupon rate of 13 percent, then the coupon payment every year is _________.

    • 3

      A bond paid coupons twice a year, the frequency of coupon payment is _________.

    • 4

      The yield to maturity for a one - year discount bond equals _________