Henry is planning to purchase a Treasury bond with a coupon rate of 1.65% and face value of $100. The maturity date of the bond is 15 May 2033 (a) of Henry purchased this bond on 6 May 2018, what is his purchase price (rounded to four decimal places)? Assume a yield rate of 3.31% pa. compounded half yearly Select one: O a. 80.4324 b. 81.2578 C81.76 d. 31.2567 Henry is planning to purchase a Treasury bond with a coupon rate of 1.65% and face value of $100. The maturity date of the bond is 15 May 2013 (b) of Henry purchased this bond on 6 May 2018, what is his purchase price rounded to four decimal places)? Assume a yield rate of 3.31% pa. compounded half yearly. Henry needs to pay 2015 coupon payment as tax payment and tax are paid immediately Select one: a. 77.1979 b. 77.1989 c. 77.3060 0.76.5393 Henry is planning to purchase a Treasury bond with a coupon rate of 1.65% and face value of $100. The maturity date of the bond is 15 May 2013 () if Henry purchased this bond on 6 May 2018, what is his purchase price frounded to four decimal places)? Assume a yield rate of 2.31% pa. compounded half-yearly. Henry needs to pay 20.1% on coupon payment and capital gain as tax payment. Assume that all tax payments are paid immediately Select one O a. 74.0077 O b. 64.9241 c. 73.2569 d. 81.2400 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument 8). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrument Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030 Instrument is a Treasury bond with a coupon rate of 2 - 4.31% pa, and face value of 100. This bond matures at par. The maturity date is 1 January 2023 (a) Calculate the current price of instrument A per $100 face value. Round your answer to four decimal places. Assume the yield rate is 12 -2.53% pa Select one: 63.6008 b. 62.2059 O c. 78.7539 Od. 64.4054 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrument B. . Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. Instrument Bisa Treasury bond with a coupon rate of jz - 4.31% pa, and face value of 100. This bond matures at par. The maturity date is 1 January 2023. (b) Calculate the current price of instrument B per $100 face value. Round your answer to four decimal places. Assume the yield rate is h - 2.53% pa. and loan has just received the coupon payment Select one 104.2860 b. 116.3235 Oc105.1113 O d. 106.4410 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrument B. Instrument A is a vero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030 Instrument is a Treasury bond with a coupon rate of h-431% pa. and face value of 100. This bond matures at par. The maturity date is 1 January 2023. (c) What is the duration of instrument B? Express your answer in terms of years and round your answer to three decimal places. Assume the yield rate is j - 2.53% pa . Select one: 2.399 b. 4.790 O c.2051 d.5.701 Today is 1 July 2020, Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and instrument ). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrumenti . Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030 . Instrument B is a Treasury bond with a coupon rate of) 431% pa, and face value of 100. This bond matures at par. The maturity date is 1 Lanuary 2021 (d) Based on the price in part a and part b, and the duration value in part calculate the current duration of loan's portfolio Express your answer in terms of years and round your answer to two decimal places Select one 0.541 b.7.08 6.55 d. 5.16 Sarah just used $96.21 purchased a Treasury bond. Assume that the yield rate for this bond is -4.74% pa and the duration of this bond is 2.90 years. Without actually calculating the new price for this bond, use the bond price and the duration value to estimate (use the price sensitivity formula) the change in price of this bond that would result from an increase in yield rate () of 18 basis points. Round your answer to four decimal places. Select one a. -0.2453 b. 0.4906 C.-02397 d. -0.4795 Today is 1 July 2020. William plans to purchase a corporate bond with a coupon rate of =65% pa and face value of 100. This corporate bond matures at par. The maturity date is 1 January 2005. The yeld rates assumed to be - 4.50% pa. Assume that this corporate bond has a 9.6% chance of default in any six-month period during the term of the bond. Assume also that it default occurs. William will receive no further payments at all Calculate the purchase price for unit of this corporate bond. Round your answer to three decimal places Select one: 39.038 Ob 95.159 98.297 42330 Today is laruary 1 2020. Jackson will use a single premium to purchase an annuity today. This annuity pays 10.000 at the end of each year while Jackson is alive. The estimated probability of lackson surviving for the med 4 years is stated in following table. The yield rate is assumed to be 2.93% pa. Calculate premium value Round your answers to three decimal places Year Probability of surviving from start of year to end of year 1 0.65 2 3 043 4 0 Select one 1760374 b. 17556.139 18600.000 1502635 Henry is planning to purchase a Treasury bond with a coupon rate of 1.65% and face value of $100. The maturity date of the bond is 15 May 2033 (a) of Henry purchased this bond on 6 May 2018, what is his purchase price (rounded to four decimal places)? Assume a yield rate of 3.31% pa. compounded half yearly Select one: O a. 80.4324 b. 81.2578 C81.76 d. 31.2567 Henry is planning to purchase a Treasury bond with a coupon rate of 1.65% and face value of $100. The maturity date of the bond is 15 May 2013 (b) of Henry purchased this bond on 6 May 2018, what is his purchase price rounded to four decimal places)? Assume a yield rate of 3.31% pa. compounded half yearly. Henry needs to pay 2015 coupon payment as tax payment and tax are paid immediately Select one: a. 77.1979 b. 77.1989 c. 77.3060 0.76.5393 Henry is planning to purchase a Treasury bond with a coupon rate of 1.65% and face value of $100. The maturity date of the bond is 15 May 2013 () if Henry purchased this bond on 6 May 2018, what is his purchase price frounded to four decimal places)? Assume a yield rate of 2.31% pa. compounded half-yearly. Henry needs to pay 20.1% on coupon payment and capital gain as tax payment. Assume that all tax payments are paid immediately Select one O a. 74.0077 O b. 64.9241 c. 73.2569 d. 81.2400 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument 8). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrument Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030 Instrument is a Treasury bond with a coupon rate of 2 - 4.31% pa, and face value of 100. This bond matures at par. The maturity date is 1 January 2023 (a) Calculate the current price of instrument A per $100 face value. Round your answer to four decimal places. Assume the yield rate is 12 -2.53% pa Select one: 63.6008 b. 62.2059 O c. 78.7539 Od. 64.4054 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrument B. . Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. Instrument Bisa Treasury bond with a coupon rate of jz - 4.31% pa, and face value of 100. This bond matures at par. The maturity date is 1 January 2023. (b) Calculate the current price of instrument B per $100 face value. Round your answer to four decimal places. Assume the yield rate is h - 2.53% pa. and loan has just received the coupon payment Select one 104.2860 b. 116.3235 Oc105.1113 O d. 106.4410 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and instrument B). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrument B. Instrument A is a vero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030 Instrument is a Treasury bond with a coupon rate of h-431% pa. and face value of 100. This bond matures at par. The maturity date is 1 January 2023. (c) What is the duration of instrument B? Express your answer in terms of years and round your answer to three decimal places. Assume the yield rate is j - 2.53% pa . Select one: 2.399 b. 4.790 O c.2051 d.5.701 Today is 1 July 2020, Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and instrument ). Joan purchased all instruments on 1 July 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instrumenti . Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030 . Instrument B is a Treasury bond with a coupon rate of) 431% pa, and face value of 100. This bond matures at par. The maturity date is 1 Lanuary 2021 (d) Based on the price in part a and part b, and the duration value in part calculate the current duration of loan's portfolio Express your answer in terms of years and round your answer to two decimal places Select one 0.541 b.7.08 6.55 d. 5.16 Sarah just used $96.21 purchased a Treasury bond. Assume that the yield rate for this bond is -4.74% pa and the duration of this bond is 2.90 years. Without actually calculating the new price for this bond, use the bond price and the duration value to estimate (use the price sensitivity formula) the change in price of this bond that would result from an increase in yield rate () of 18 basis points. Round your answer to four decimal places. Select one a. -0.2453 b. 0.4906 C.-02397 d. -0.4795 Today is 1 July 2020. William plans to purchase a corporate bond with a coupon rate of =65% pa and face value of 100. This corporate bond matures at par. The maturity date is 1 January 2005. The yeld rates assumed to be - 4.50% pa. Assume that this corporate bond has a 9.6% chance of default in any six-month period during the term of the bond. Assume also that it default occurs. William will receive no further payments at all Calculate the purchase price for unit of this corporate bond. Round your answer to three decimal places Select one: 39.038 Ob 95.159 98.297 42330 Today is laruary 1 2020. Jackson will use a single premium to purchase an annuity today. This annuity pays 10.000 at the end of each year while Jackson is alive. The estimated probability of lackson surviving for the med 4 years is stated in following table. The yield rate is assumed to be 2.93% pa. Calculate premium value Round your answers to three decimal places Year Probability of surviving from start of year to end of year 1 0.65 2 3 043 4 0 Select one 1760374 b. 17556.139 18600.000 1502635