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The yield to maturity on two 10-year maturity bonds currently is 7%. Each bond has a call price of $1,100. One bond has a coupon rate of 6% and the other 8%. Assume for simplicity that bonds are called as soon as the present value of their remaining payments exceeds their call price. What will be the capital gain on each bond if the market interest rate suddenly falls to 6%. A 20-year maturity 9% coupon bond paying coupons semiannually is callable in 5 years at a call price of $1050. The bond currently sells at a yield to maturity of 8%. What is the yield to call?
By how much would that number change if the firm could treat the $2-million installation cost as a deductible expense rather than include it as part of the depreciable cost of the asset?
How low could the resale value of the Fiasco be to provide equally economical transportation?
A company’s cash position, measured in millions of dollars, follows a generalized Brownian motion with a drift rate a = 0.1 per month and a volatility rate b = 0.4 per month. The initial cash position is 2.0. What are the probabilities of a negative ..
You are going to pay $800 into an account at the beginning of each of 20 years. The account will then be left to compound for an additional 20 years. At the end of the 41st year you will begin receiving perpetuity from the account. If the account pay..
The demand for subassembly S is 100 units in week 7. Prepare a time-phased product structure
A U.S. Treasury bill with 97 days to maturity is quoted at a discount yield of 1.95 percent. What is the bond equivalent yield?
What is a fixed budget? When is it an appropriate means of evaluating a manager’s performance and why?
A researcher has determined that a two-factor model is appropriate to determine the return on a stock. The factors are the percentage change in GNP and an interest rate. If the expected rate of return on the stock is 14 percent, what is the revised e..
DW Co. stock has an annual return mean and standard deviation of 10 percent and 31 percent, respectively. What is the smallest expected loss in the coming year with a probability of 2.5 percent?
Assume the market has a Treynor Index of 4.00%. What is the Treynor Index of your portfolio consisting of the risk-free asset and the market portfolio if the portfolio weight on the market is 17% (and the balance is in the risk-free security)?
A $100,000 10-year Treasury note with a 1% coupon rate paid semi-annually. The current market interest rate is 5%. What is the price of a STRIP that is due after 3 years?
What is the price of a put option with the same exercise price?
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