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MBAP510 Homework 6 Interest Determination and Bond Valuation 1. INTEREST RATE QUESTION (15 points) An analyst evaluating securities has obtained the following information. The real

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MBAP510 Homework 6 Interest Determination and Bond Valuation 1. INTEREST RATE QUESTION (15 points) An analyst evaluating securities has obtained the following information. The real rate of interest is 2%, The rate is expected to remain constant for the next 3 years. Inflation is expected to be 3% next year, 3.5% the following year, and 4% the third year . The maturity risk premium is estimated to be 0.1 x (t-1)%, where t-number of years to maturity. The liquidity premium on relevant 3-year securities is 0.55% and the default risk premium on relevant 3-year securities is 0.8%. Compute the yield on a 3-year corporate bond. (Note that Use formula for the full credit. Copying an answer obtained from a financial calculator only guarantees a maximum of 10 points). Real rote I = 2% 2% +($%+3.5% +4%)/3+0.143-1)%+0.65%+0,8% 1 T=3 Lotlotion - 3%, /3.5%,/%, 2. BOND VALUATION QUESTIONS A) (15 points). Morin Company's bonds mature in 3 years, have a par value of $1,000, and make an annual coupon interest payment of $65. The discount rate is 8.2% on these bonds. What is the bond's value? (Note: Use and write formula for the full credit. Copying an answer obtained from a financial calculator only guarantees a maximum of 10 points). 1 Page B) (15 points). Radoski Corporation's bonds make an annual coupon interest of 7.35%. The bonds have a par value of $1,000, a current price of $1,030, and mature in 1 year. What is the yield to maturity on these bonds? (Note: Use and write formula for the full credit. Copying an answer obtained from a financial calculator only guarantees a maximum of 10 points). C) (15 points). Sadik Inc.'s bonds make an annual coupon interest of 7.35%. The bonds have a par value of $1,000, a current price of $1,130, and mature in 12 years. What is the yield to maturity on these bonds? (Note: You have to use a financial calculator. Write all inputs and the answer for the full credits)

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