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BBC has just issued a new annual coupon bond that has 5 years to maturity, a coupon rate of 11% and trades at par at a price of $1000. You may assume that the yield-curve is flat.
a) Compute the duration of the BBC bond.
b) Estimate the dollar price change of the BBC bond using duration if interest rates increase by 0.5%.
c) The government has recently issued five series of zeroes (zero-coupon bonds) with 6 month, 1 year, 18 month, 2 year and 30 month maturity horizons. If the bonds have respective prices of $966.18, $929.61, $891.16, $851.64 and $811.77 bootstrap the 1 year, 18 month and 2 year forward 6 month rates.
d) Identify if the 6 month forward-rate curve you computed in c is in a state of backwardation, contango or is flat.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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