Consider three bonds with 5.40% coupon rates, all making annual coupon payments and all selling at face value. The short-term bond has a maturity of 4 years, the intermediate-term bond has a maturity...


Consider three bonds with 5.40% coupon rates, all making annual coupon payments and all selling at face value. The short-term bond has a maturity of 4 years, the intermediate-term bond has a maturity of 8 years, and the long-term bond has a maturity of 30 years.




a.
What will be the price of the 4-year bond if its yield increases to 6.40%?
(Do not rou
nd intermediate calculations. Round your answer to 2 decimal places.)



b.
What will be the price of the 8-year bond if its yield increases to 6.40%?
(Do not rou
nd intermediate calculations. Round your answer to 2 decimal places.)



c.
What will be the price of the 30-year bond if its yield increases to 6.40%?
(Do not rou
nd intermediate calculations. Round your answer to 2 decimal places.)



d.
What will be the price of the 4-year bond if its yield decreases to 4.40%?
(Do not round interm
ediate calculations. Round your answer to 2 decimal places.)



e.
What will be the price of the 8-year bond if its yield decreases to 4.40%?
(Do not round interme
diate calculations. Round your answer to 2 decimal places.)



f.
What will be the price of the 30-year bond if its yield decreases to 4.40%?
(Do not round intermediate calculations. Round your answer to 2 decimal places.)



g.
Comparing your answers to parts (a), (b), and (c), are long-term bonds more or less affected than short-term bonds by a rise in interest rates?



h.
Comparing your answers to parts (d), (e), and (f), are long-term bonds more or less affected than short-term bonds by a decline in interest rates?

Jun 07, 2022
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