Scribd Logo
Upload

Welcome to Scribd!

  • Integrated Case Chapter 9

    Uploaded by

    Diva Tertia Almira
    26 views4 pages
    The document contains examples of bond valuation calculations with varying parameters such as par value, term, coupon rate, yield to maturity, and payment amount. It includes calculations for bonds priced at par, at a premium, and at a discount given different interest rate environments. Semi-annual and annual payment schedules are considered. Several bond examples from an unspecified locale are also provided with calculations in a non-English language.

    Original Description:

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains examples of bond valuation calculations with varying parameters such as par value, term, coupon rate, yield to maturity, and payment amount. It includes calculations for bonds priced at par, at a premium, and at a discount given different interest rate environments. Semi-annual and annual payment schedules are considered. Several bond examples from an unspecified locale are also provided with calculations in a non-English language.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    26 views4 pages

    Integrated Case Chapter 9

    Uploaded by

    Diva Tertia Almira
    The document contains examples of bond valuation calculations with varying parameters such as par value, term, coupon rate, yield to maturity, and payment amount. It includes calculations for bonds priced at par, at a premium, and at a discount given different interest rate environments. Semi-annual and annual payment schedules are considered. Several bond examples from an unspecified locale are also provided with calculations in a non-English language.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    9-23

    d)
    Par Value $ 1,000.00
    N 10
    Rd 10%
    Coupon Interest Rate 10%
    PMT 100
    PV $ 1,000.00

    e) 1. Par Value $ 1,000.00


    N 10
    Rd 10%
    Coupon Interest Rate 13%
    PMT $ 130.00
    PV $ 1,184.34
    Premium

    2. Par Value $ 1,000.00


    N 10
    Rd 10%
    Coupon Interest Rate 7%
    PMT $ 70.00
    PV $ 815.66
    Discount

    f) 1. Par Value $ 1,000.00


    N 10
    PV $ 887
    Coupon Interest Rate 9%
    PMT $ 90.00
    Rd 10.9%
    YTM Discount

    2. Par Value $ 1,000.00


    N 10
    PV $ 1,134
    Coupon Interest Rate 9%
    PMT $ 90.00
    Rd 7.1%
    YTM Premium

    i) Par Value $ 1,000.00


    N 10 Annual
    20 Semi-Annual
    Rd 13% Annual
    6.5% Semi-Annual
    Coupon Interest Rate 10% Annual
    5% Semi-Annual
    PMT $ 50.00
    PV $ 834.72

    j) Par Value $ 1,000.00


    N 10 Annual
    20 Semi-Annual
    Rd 13% Annual
    7% Semi-Annual
    10% Effective
    Coupon Interest Rate 10% Annual
    5% Semi-Annual
    PMT $ 100.00 Annual
    $ 50.00 Semi-Annual
    PV Annual $ 984.80
    PV Semi-Annual $ 834.72

    k) Par Value $ 1,050.00


    N 4 Annual
    8 Semi-Annual
    Rd 8% Annual
    4% Semi-Annual
    Coupon Interest Rate 10% Annual
    5% Semi-Annual
    PMT $ 100.00 Annual
    $ 50.00 Semi-Annual
    PV $ 1,135.90
    I 3.57%
    9-1

    9-2
    9-3
    9-4
    Obligasi 1
    Par $ 1,000.00 Vb 1 $ 877.11 $ 103.12
    N 10 Vb 2 $ 773.99
    Coupon Rate 8%
    PMT $ 80.00
    Rd / YTM 1 10%
    Rd / YTM 2 12%

    Obligasi 2
    Par $ 1,000.00 Vb 1 $ 692.77 $ 88.29
    N 10 Vb 2 $ 604.48
    Coupon Rate 5%
    PMT $ 50.00
    Rd / YTM 1 10%
    Rd / YTM 2 12%

    Obligasi 3
    Par $ 1,000.00 Vb 1 $ 924.18 $ 68.38
    N 5 Vb 2 $ 855.81
    Coupon Rate 8%
    PMT $ 80.00
    Rd / YTM 1 10%
    Rd / YTM 2 12%

    Hitung Vb
    Rd / YTM 1 10%
    Rd / YTM 2 12%

    Selisih harga 10% dengan harga 12%

    You might also like