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Show calculations, and write clearly. Please submit via Blackboard. l. (15 points) i 0- year Treasury bonds have a coupon rate of 2.2 % and

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Show calculations, and write clearly. Please submit via Blackboard. l. (15 points) i 0- year Treasury bonds have a coupon rate of 2.2 % and par value of S1000. The selling price is $ 970. IA. Calculate and explain how much in dollars you will receive in cash on an annual basis. IB. Calculate total dollar income during the 10 years of investing and holding of this bond. 1C. Calculate your final wealth in dollars. 2. (10 points) 10-year Treasury bonds have a coupon rate of 2.2 % and par value of $1000, and yield to maturity of 3% 2A. What is the annual return on this bond as a percentage. 2B. Explain the yield to maturity. 3 Please show full calculations in the table. 15 La Calculate the price and duration for the following bond when the going rate of interest is 3%. The bond offers 2.75% 1.a. points coupon rate, matures in 3 years and has a par value of $1,000. Show full calculations in the table below. | YR | PV of $ 1 at 3% Year Present Value of Cash Flow Bond PV (Cash Flows) Cash Flows Total Price- Duration 4. (5 points) If the bond duration is 2.5 and the market rate of interest (the discount rate) rises by 1 percentage point, what would be the percentage change in price? SA. (5 points) You expect both the short term and long term rates of interest to rise. Explain which of the following two bonds will you buy? Bond ZWQ with a duration of 3 or ZQW with a duration of 307 5B. (10 points) Explain what is meant by the yield curve. Show your drawing of the yield curve that is prevailing now in 2019. Assume an inflation protection bond sold for $900. 40 points 6. TIPS) with 30 years remaining to expiration carries a coupon rate of 2.75% and is The par value of the bond is $1,000. Complete the table below and show all calculations in each cell. Accrued Principal value due to inflation ROR Interest Received ROR Inflation | 2.0%

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