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8. The Federal Reserve raises interest rates; all 10 year maturity bond yields shift up by 1.00%. Additionally, the spread between US Government bonds and

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8. The Federal Reserve raises interest rates; all 10 year maturity bond yields shift up by 1.00%. Additionally, the spread between US Government bonds and investment grade bonds widens by 1.0% and the corporate credit spread between investment grade and high yield bonds widens by 2.0%. Assuming these changes in the yield curve are instantaneous, the price of Bond D (after the Federal Reserve raises rates and the corporate credit spreads widen) is now closest to: a) $8,754 b) $8,500 c) $8,207 d) $7,245 e) $5,593 9. The Federal Reserve raises interest rates so that Bond A's YTM is now 3.5%. The spread between US Government bonds and investment grade bonds widens by 1.0% and the corporate credit spread between investment grade and high yield bonds widens by 2.0%. Assuming these changes in the yield curve are instantaneous, the YTM of Bond E (after the Federal Reserve raises rates and the corporate credit spreads widen) is closest to: a) 7.0% b) 8.0% c) 10.5% d) 11.5% e) 13.0% Bond A: $10,000 face value 10 Year US Treasury, or sovereign bond, with a 0.0% coupon and a maturity date ten years from today (T=0), currently yields 2.50%. Bond B: $10,000 face value US Company X Bond rated AAA, or investment grade, with a 5.0% coupon and a maturity date ten years from today (T=0), currently yielding 5.0% Bond C: $10,000 face value US Company X Bond rated AAA, or investment grade, with a 5.0% coupon and a maturity date ten years from today (T=0), callable at $11,500 Bond D: $10,000 face value US Company Y Bond rated CCC, or high yield, with a 8.0% coupon and a maturity date ten years from today (T=0), currently priced at $9,350 Bond E: $10,000 face value US Company Y Bond rated CCC, or high yield, with a 8.0% coupon and a maturity date ten years from today (T=0), puttable at $8,500

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