Price of the Bond and Yield to Maturity Question one; Bond pricingPrice of the bond and Yield to maturity (YTM)Treasury BondsCodeCouponMaturity (years)Face valueInterestPresent value of interest paymentPresent value of the bondBond priceYTMGSBC176.00%0.5010065.8399.14104.978%GSBM174.25%1.001004.254.0898.42102.506%GSBA185.50%1.501005.55.0897.49102.577%GSBS183.25%2.001003.253.0596.9299.975%GSBE195.25%2.501005.254.6296.04100.667%GSBS192.75%3.001002.752.5495.4397.964%GSBG204.50%3.501004.53.8694.4698.326%GSBU201.75%4.001001.751.6393.7095.333%GSBI215.75%4.501005.754.4794.0398.507%GSBM225.75%5.001005.754.3591.0995.448%GSBG235.50%5.501005.54.1089.7893.888%GSBG242.75%6.001002.752.3488.4690.805%GSBG253.25%6.501003.252.6489.0991.735%GSBG264.25%7.001004.253.1886.1689.347%GSBG274.75%7.501004.753.3585.2688.627%GSBU272.75%8.001002.752.2183.6885.895%GSBI282.25%8.501002.251.8682.8884.745%GSBG293.25%9.001003.252.4483.3785.816%GSBG334.50%9.501004.52.9677.5780.548%GSBK352.75%10.001002.752.1075.5177.616%GSBG373.75%10.501003.752.5573.6176.167%GSBK393.25%11.001003.252.2971.6573.947%An arbitrage portfolioCouponMaturity (years)Face valueInterestPresent value of interest paymentPresent value of the bondBond priceYTMMaturity (years)Zero-Coupon YieldsGSBC176.00%0.5010065.8397.13102.9612%0.501.742%296.10GSBM170.042511004.254.07673860998.41839519102.49513386%10.0160702151736.63GSBA180.0551.51005.55.07556039797.49059576102.56615627%1.50.0170871885203.98GSBS180.032521003.253.0486196296.9195786399.968198255%20.01576733241885.26The arbitrage strategy is to buy zeros with bond.
Essay On Current Market Price Of The Bond
Apple Company Research Paper [pic 2] Equity & Fixed Income CourseValuation ReportNovartisKomal |Olga |Arlene |NehaDate: 17/11/2017[pic 3]Current Price: $163.05Recommendation: SellTicker: AAPL.NYSETarget Price: $137[pic 4][pic 5][pic 6] NOVNSummaryWe issue a recommendation for Novartis at the current market price of $. Our target price for Novartis is $137 from.
Present Value for Finance Present value (PV) of an investment: value is expressed in terms of dollars today. Future Value (FV) of an investment: value is expressed it in terms of dollars in the future. NPV=PV(Benefits)-PV(Cost) Rule 1 Only Values at the same point in time can compared or combined. Rule 2. To move a cash flow.