Tuesday
September 2, 2014

Homework Help: math..please i need your help

Posted by jessie on Monday, September 12, 2011 at 4:47am.

Please can you help me to solve and get the solution for these problems.
how to get the solution please help me
for my homework.

question:
1.Find the price of a 10% coupon bond with 10 years to maturity if interest rates:
A) increase by 1%
B) decrease by 1%
C) increase by 1.5%
D) decrease by 1.5%
Find the price of an 8% coupon bond with 30 years to maturity if interest rates:
A) increase by 3/4%
B) decrease by 3/4%
C) increase by 1 1/4%
D) decrease by 1 1/4%





2.A share is valued at present at 80 dollars. In nine months it will give a dividend of 4% of its value at that time.Determine the forward price for delivery in one year given that the rate of interest is 5% a year. my answer is 80.74



3.Calculate approximately the duration of a portfolio containing a cupon bearing-bond which matures in two years with face value 100'000
SEK and pays a 6%-coupon (this means that the coupon is paid every six month at 3% of the face value,) plus a short position of a futures contract with maturity in two years on a three year (at the time of maturity of the futures) 6% coupon-bearing bond (the¯rst coupon payment is six months after the maturity of the futures)
with face value 50'000 SEK. Interest rates are today 5.5% a year with
continuous compounding for any length of duration. my answers.(0.514 years)

Answer this Question

First Name:
School Subject:
Answer:

Related Questions

Chemistry please help! - Please help. I have no idea how to do these 4 homework ...
math-please help,need quickly - solve the polynomial inequality and graph the ...
biology - if a solution has a pH of 4 mix to a solution that has a pH of 9 what ...
Math, Calculus - help Please... Differential Equations Problems... please give ...
Math help please - 1. Solve for x. 4(x - b) = x b = 4/3x b = 3/4x x = 4/3b x = 3...
math - solve equation then check for extraneous solution please someone explain ...
Math - thanks for the answers, but I need to know how to solve the problems, so ...
Math - help Please... Differential Equations Problems... please give the ...
math - Here are a few problems I need solving Make sure to show a check for the ...
alegbra - I need help with these problem someone told me that you was not ...

Search
Members