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  • Expres Inversiones

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    Kelly Ely Salinas
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    Expres_Inversiones

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    inversionessss

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    8 visualizzazioni6 pagine

    Expres Inversiones

    Caricato da

    Kelly Ely Salinas
    inversionessss

    Copyright:

    © All Rights Reserved
    Scarica in formato XLSX, PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    di 6

    Valor Nominal 1,000.

    00

    Rendimiento Nominal 6.00% Anual


    Tasa Cupón 8.00% Anual
    Plazo 5 años

    a) cual es el precio del bono

    Pbono= 1000 8.00% 0.3382


    6.00% 1.3382

    Pbono= 1,084.25

    b) cual es el precio del bono TC= 6%

    Pbono= 1000 6.00% 0.3382


    6.00% 1.3382

    Pbono= 1,000.00

    c) cual es el precio del bono si la TC es menor por ejemplo TC= 4%

    Pbono= 1000 4.00% 0.3382


    6.00% 1.3382

    Pbono= 915.75

    Si el tc es menor a la tasa de rendiimento su precio esta por debado de su valor nominal


    1000
    +
    1.3382

    1000
    +
    1.3382

    1000
    +
    1.3382

    e su valor nominal
    VN S/. 1,000.00
    n 6 años
    Cupón Anual 8.00% Δr 1.00%
    YTM Anual 10.00%

    Plazo V Nominal Cupón Flujo


    1 S/. 1,000.00 S/. 80.00 S/. 80.00
    2 S/. 1,000.00 S/. 80.00 S/. 80.00
    3 S/. 1,000.00 S/. 80.00 S/. 80.00
    4 S/. 1,000.00 S/. 80.00 S/. 80.00
    5 S/. 1,000.00 S/. 80.00 S/. 80.00
    6 S/. 1,000.00 S/. 80.00 S/. 1,080.00
    Pbono

    a) D Macaulay 4.9403

    Plazo V Nominal Cupón Flujo


    1 S/. 1,000.00 S/. 80.00 S/. 80.00
    2 S/. 1,000.00 S/. 80.00 S/. 80.00
    3 S/. 1,000.00 S/. 80.00 S/. 80.00
    4 S/. 1,000.00 S/. 80.00 S/. 80.00
    5 S/. 1,000.00 S/. 80.00 S/. 80.00
    6 S/. 1,000.00 S/. 80.00 S/. 1,080.00
    Pbono
    b)

    Duracion Modficada -4.4912057384

    ET = -0.94%
    d) Nuevo Precio S/. 904.34
    Flujo Actualiz Factor Convexidad
    S/. 72.73 0.0797 0.1593
    S/. 66.12 0.1448 0.4345
    S/. 60.11 0.1975 0.7901
    S/. 54.64 0.2394 1.1971
    S/. 49.67 0.2721 1.6324
    S/. 609.63 4.0068 28.0476
    S/. 912.89 32.2611
    constante 0.8264

    c) Conv 26.6621

    YTM Anual 11.00%


    Flujo Actualiz Factor Convexidad
    S/. 72.07 0.0789 0.1579
    S/. 64.93 0.1423 0.4268
    S/. 58.50 0.1922 0.7689
    S/. 52.70 0.2309 1.1545
    S/. 47.48 0.2600 1.5602
    S/. 577.41 3.7950 26.5653
    873.0839
    Valor Nominal 1,000.00

    Rendimiento Nominal 7.00% Anual


    Tasa Cupón 8.00% Anual
    Plazo 12 años

    a,b) Rendimiento es de 7%

    Pbono= 1000 8.00% 1.2522


    7.00% 2.2522

    Pbono= 1,079.43 Con Prima

    Rendimiento es de 8%

    Pbono= 1000 8.00% 1.52


    8.00% 2.52

    Pbono= 1,000.00 A la par

    Rendimiento es de 10%

    Pbono= 1000 8.00% 2.1384


    10.00% 3.1384

    Pbono= 863.73 Descuento


    1000
    +
    2.2522

    1000
    +
    2.5182

    1000
    +
    3.1384

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