Assume that the yield curve is YT = 0.04 + 0.001 T. (a) What is the price of a par-$1,000 zero-coupon bond with a maturity of 10 years? (b) Suppose you buy this bond. If 1 year later the yield curve...


Assume that the yield curve is YT = 0.04 + 0.001 T.



(a) What is the price of a par-$1,000 zero-coupon bond with a maturity of 10 years?


(b) Suppose you buy this bond. If 1 year later the yield curve is YT = 0.042 + 0.001 T, then what will be the net return on the bond?


A coupon bond has a coupon rate of 3 % and a current yield of 2.8 %.


(a) Is the bond selling above or below par? Why or why not?



(b) Is the yield to maturity above or below 2.8 %? Why or why not?



May 26, 2022
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