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(a.) Calculate the duration of a 2 year 3.5% coupon paying bond with a face value of £ 1,000. Coupons are being paid semi-annually and the yield to maturity is 3%. Using the concept of duration approximation what would be the approximate price change if yield to maturity increase by 0.5%? What would be the approximation error?
(b.) A UK Certificate of Deposit (CD) was issues 95 days ago and has another 25 days until maturity. Its initial investment was £500,000 with a yield of 3%. If the current yield on investments with 25 days to maturity is 2.75%, what would be the price of this CD today? Explain how you price a UK Treasury Bill which has 25 days to maturity left?
(c.) Carefully explain why a 10 year corporate bond issued by Boeing is more difficult to price than a 10 year US Treasury Bond. (d.) Explain the difference between a convertible and callable bond. How would their yields to maturity compare to the yield to maturity of a fixed coupon paying bond with the same time to maturity?
(e) A 10 year UK government bond is not risk free. Discuss this statement and explain what determines interest rate sensitivity.
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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