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E1 Normal 1 No Spac... Heading 1 Heading 2 Titile Subtitile Subtle Paragraph Styles 6. Suppose we observe the following rates: 1R,-8%, R2-10%. If the

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E1 Normal 1 No Spac... Heading 1 Heading 2 Titile Subtitile Subtle Paragraph Styles 6. Suppose we observe the following rates: 1R,-8%, R2-10%. If the unbiased expectations theory of the term structure of interest rates holds, what is the one- year interest rate expected one year from now, Eo)? 7. A recent edition of The Wall Street Journal reported interest rates of 2.25 percent, 2.60 percent, 2.98 percent, and 3,.25 percent for three- year, four- year, five- year, and six-year Treasury notes, respectively. According to the unbiased expctations theory of the term structure of interest rates, what are the expected one- year rates during years 4, 5, and 6? 8. Calculate the following values in Excel. a. A 10-year, 10 percent semiannual coupon bond, with a par value of $1,000 sells for S1,150 What is the bond's yield to maturity? b. A 8 percent semiannual coupon bond, with a par value of $1,000 sells for $895. If the bond's yield to maturity is 5% then what is maturity of the bond in years? c. A 10 year, 8 percent semiannual coupon bond, with a par value of $1,000 and yield to maturity is 596, what is price of the bond? 9. Calculate the fair present value of a bond that pay interest semiannually, has a face value of $1,000, has 14 years remaining to maturity, has a required rate of return of 10 percent and 8 coupon rate. (Write down the formula and solve it either by calculator or excel) I 10. A stock just paid an annual dividend of $2.50. Dividends are expected to grow at 1.5 percent. If the required rate of return on the stock is 12 percent, what is the fair present value? How is your answer change if the required rate of return is 15 percent? (Write down the formula and solve it either by calculator or exce) 11. Why Fed cannot choose both interest rate targeting and money supply targeting? Explain using graphs

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