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quizzes
Description
Instructions
Multiple Attempts This Test allows 3 attempts. This is attempt number 1.
Force Completion This Test can be saved and resumed later.
Question 1
10 points
Question 2
10 points
A 10-year zero coupon bond with a face value of $100 is trading in the market. How much money would you
have to deposit in a bank to replicate its cash flows?
FV / (1+r
)
10
FV / (1+r )
1
FV * (1+r )
1
FV
FV / (1+r )
10
10
Question 3
10 points
Question 4
10 points
21/03/2013 10:53 PM
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Question 5
10 points
Consider an exotic bond that pays an annual coupon of $20 and matures in 15 years but has no face value.
Assume that the interest rate is 4% for all maturities. What would the bond trade for?
$222.37
$300.00
$166.58
$225.14
Question 6
10 points
Question 7
10 points
Question 8
10 points
Question 9
10 points
21/03/2013 10:53 PM
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Consider a bond with a face value of $100, paying an annual coupon of $20 and maturing in two years. The
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one-year interest rate is 10% (y = 10%) and the two-year interest rate is 7% (y = 7%). What is the yield1
2
to-maturity of the bond?
6.83%
7.24%
10.00%
10.91 %
Question 10
10 points
21/03/2013 10:53 PM