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nterest Rate Sensitivity A bond trader purchased each of the following bonds at a yield to maturity of 10%. Immediately after she purchased the bonds,

nterest Rate Sensitivity

A bond trader purchased each of the following bonds at a yield to maturity of 10%. Immediately after she purchased the bonds, interest rates fell to 7%. What is the percentage change in the price of each bond after the decline in interest rates? Fill in the following table. Round your answers to two decimal places.

Price @ 10% Price @ 7% Percentage Change
10-year, 10% annual coupon $ ------ $ ------ %-------
10-year zero -------- -------- %------
5-year zero -------- -------- %--------
30-year zero --------- -------- %-------
$100 perpetuity -------- ---------- %-------

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