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Duration and hedging: A corporation plans to issue $10 million of 10-year bonds in 3 months. At current yields the bonds would have modified duration of 8 years. The T-note futures contract is selling at F0=100 and has modified duration of 6 years. How can the firm use this futures contract to hedge the risk surrounding the yield at which it will be able to sell its bonds? Both the bond and the contract are at par value. The face value of the T-note futures is $100,000.
1. A person with a $1 million investment portfolio approaches a planner for assistance. After several meetings the planner has concluded that the investor has reasonable expectations and will not be a desirable client. However, the investor has of..
Currently, the spot exchange rate is $1.50/£ and the three-month forward exchange rate is $1.52/£. The three-month interest rate is 8.0% per annum in the U.S.
What is the realised rate of return for those investors who bought the bond for $1000 when they were issued?
Prepare a depreciation schedule to be used for tax purposes for a $110,000 railroad spur (track) using the 200% declining-balance method and a halfyear convention. Ignore any special depreciation allowances.
Monetary Policy during a War :- Explain why this possible effect would have received much attention at the FOMC meetings.
How does dividend policy affect the growth of a firm? What is the impact to the investor?
a. Calculate ROE and EPS under each of the economic scenarios before any debt is issued. b. Repeat part a, assuming that the company goes through with the capi
Is the interest rate on this loan really 17.3%? Why or why not? What is the APR on this loan? What is the EAR? Why is it called add on interest?
The table shows the results of a survey in which 142 male and 145 female workers ages 25 and 64 were asked if they had at least one month's income set aside.
M&M and Taxes. Wolfgang can borrow at 7.1 percent. The company currently has no debt, and the cost of equity is 13.8 percent.
At an output level of 12,000 units, you have calculated that the degree of operating leverage is 1.80. The operating cash flow is $45,000 in this case.
Computation of savings with Interest rate swaps on the borrowings - What range of interest rates would make this swap attractive to both parties?
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