Evaluate effective annual yield

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Reference no: EM131562

Problem 1. Ninja Co. issued 15-year bonds a year ago at a coupon rate of 7.5 percent. The bonds make semiannual payments. If the YTM on these bonds is 5.8 percent, what is the current bond price? (Round your answer to 2 decimal places.

Current bond price? $ _________-

Problem 2. Martin Software has 11.6 percent coupon bonds on the market with 14 years to maturity. The bonds make semiannual payments and currently sell for 108.6 percent of par.

What is the current yield on the bonds? (Round your answer to 2 decimal places.

What is the YTM %? (Round your answer to 2 decimal places.

What is the effective annual yield %? (Do not round intermediate calculations and round your final answer to 2 decimal places.

Problem 3. Backwater Corp. has 7 percent coupon bonds making annual payments with a YTM of 6.5 percent. The current yield on these bonds is 6.85 percent.

How many years do these bonds have left until they mature? (Do not round intermediate calculations and round your final answer to 2 decimal places.

Problem 4. Pangaea Corporation needs to raise funds to finance a plant expansion, and it has decided to issue 20-year zero coupon bonds to raise the money. The required return on the bonds will be 10 percent.

a. What will these bonds sell for at issuance? (Round your answer to 2 decimal places.

Issue price $

b. Using the IRS amortization rule, what interest deduction can the company take on these bonds in the first year? In the last year? (Do not round intermediate calculations and round your final answers to 2 decimal places.

Interest deduction
First year $

Last year $

c. Repeat part (b) using the straight-line method for the interest deduction. (Round your answer to 2 decimal places. (e.g., 32.16))

Interest deduction $

d. Based on your answers in (b) and (c), which interest deduction method would Pangaea Corporation prefer?

IRS amortization rule

Straight-line method

Problem 5. Suppose your company needs to raise $48 million and you want to issue 30-year bonds for this purpose. Assume the required return on your bond issue will be 6 percent, and you're evaluating two issue alternatives: A 6 percent semiannual coupon bond and a zero coupon bond. Your company's tax rate is 35 percent.

a-1. How many of the coupon bonds would you need to issue to raise the $48 million?

Number of coupon bonds

a-2. How many of the zeroes would you need to issue? (Round your answer to 2 decimal places.

Number of zero coupon bonds

b-1. In 30 years, what will your company's repayment be if you issue the coupon bonds? (Enter your answer in dollars, not millions of dollars, i.e. 1,234,567.)

Coupon bonds repayment $

b-2. What if you issue the zeroes? (Enter your answer in dollars, not millions of dollars, i.e. 1,234,567.)

Zeroes repayment $

c. Calculate the aftertax cash flows for the first year for each bond. (Enter your answer in dollars, not millions of dollars, i.e. 1,234,567.)

Coupon bonds $

Zero coupon bonds $

Problem 6. Bond P is a premium bond with a 11 percent coupon. Bond D is a 6 percent coupon bond currently selling at a discount. Both bonds make annual payments, have a YTM of 8 percent, and have six years to maturity.

What is the current yield for bond P and bond D? (Round your answers to 2 decimal places.

If interest rates remain unchanged, what is the expected capital gains yield over the next year for bond P and bond D? (Negative amount should be indicated by a minus sign. Round your answers to 2 decimal places. (e.g., 32.16)))

Capital gains yield
Bond P %

Bond D %

Problem 7. Paletas Corporation has two different bonds currently outstanding. Bond M has a face value of $20,000 and matures in 20 years. The bond makes no payments for the first six years, then pays $3,000 every six months over the subsequent eight years, and finally pays $3,300 every six months over the last six years. Bond N also has a face value of $20,000 and a maturity of 20 years; it makes no coupon payments over the life of the bond. The required return on both these bonds is 10 percent compounded semiannually.

What is the current price of bond M and bond N? (Round your answers to 2 decimal places.

Problem 8. Consider the prices in the following three Treasury issues as of May 15, 2011:

The bond in the middle is callable in February 2012. What is the implied value of the call feature? (Hint: Is there a way to combine the two noncallable issues to create an issue that has the same coupon as the callable bond?) (Round your answer to the nearest whole dollar amount and round your final answer to 2 decimal places.

Problem 9. When Marilyn Monroe died, ex-husband Joe DiMaggio vowed to place fresh flowers on her grave every Sunday as long as he lived. The week after she died in 1962, a bunch of fresh flowers that the former baseball player thought appropriate for the star cost about $8. Based on actuarial tables, "Joltin' Joe" could expect to live for 25 years after the actress died. Assume that the EAR is 8.90 percent. Also, assume that the price of the flowers will increase at 3.80 percent per year, when expressed as an EAR. Assume that each year has exactly 52 weeks, and Joe began purchasing flowers the week after Marilyn died.

What is the present value of this commitment? (Do not round intermediate calculations and round your final answer to 2 decimal places.

Problem 10. You are planning to save for retirement over the next 30 years. To save for retirement, you will invest $1,150 a month in a stock account in real dollars and $540 a month in a bond account in real dollars. The effective annual return of the stock account is expected to be 13 percent, and the bond account will earn 6 percent. When you retire, you will combine your money into an account with a 8 percent effective return. The inflation rate over this period is expected to be 3 percent.

How much can you withdraw each month from your account in real terms assuming a 25-year withdrawal period? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))

What is the nominal dollar amount of your last withdrawal? (Do not round intermediate calculations and round your final answer to 2 decimal places.

Reference no: EM131562

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