FM practice question

dimanche 21 septembre 2014

Hi i need help thanks a lot!

:)

Toby purchased a 20-year par value bond with semiannual coupons of 40 and a redemption value of 1100. The bond can be called at 1200 on any coupon date prior to maturity, starting at the end of year 15.

Calculate the maximum price of the bond to guarantee that Toby will earn an annual nominal

interest rate of

at least 6% convertible semiannually.



a) 1251

b) 1262

c) 1278

d) 1286

e) 1295





FM practice question

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