Both Company A and Company B have 9 percent coupons, make semiannual payments, and are priced...

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Finance

Both Company A and Company B have 9 percent coupons, makesemiannual payments, and are priced at par value. Company A has 3years to maturity, whereas Company B has 17 years to maturity.

A) If interest rates suddenly rise by 2 percent, what is thepercentage change in the price of Company A?

B) If interest rates suddenly rise by 2 percent, what is thepercentage change in the price of Company B?

C) If rates were to suddenly fall by 2 percent instead, whatwould the percentage change in the price of Company A be then?

D) If rates were to suddenly fall by 2 percent instead, whatwould the percentage change in the price of Company B be then?

Answer & Explanation Solved by verified expert
3.8 Ratings (420 Votes)
Company A Face Value 1000 Annual Coupon Rate 900 Semiannual Coupon Rate 450 Semiannual Coupon 450 1000 Semiannual Coupon 45 Time to Maturity 3 Semiannual Period to Maturity 6 If bond is selling at par then current interest rate is equal to the coupon rate So current interest rate is 900 If interest rate increases by 2 Annual    See Answer
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Both Company A and Company B have 9 percent coupons, makesemiannual payments, and are priced at par value. Company A has 3years to maturity, whereas Company B has 17 years to maturity.A) If interest rates suddenly rise by 2 percent, what is thepercentage change in the price of Company A?B) If interest rates suddenly rise by 2 percent, what is thepercentage change in the price of Company B?C) If rates were to suddenly fall by 2 percent instead, whatwould the percentage change in the price of Company A be then?D) If rates were to suddenly fall by 2 percent instead, whatwould the percentage change in the price of Company B be then?

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