By discovering the coupon payment, the yield, and the maturity duration, the price of a bond deserve to be calculated. In order to calculate the price of a bond, which of the following input is needed?


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The discount price that provides the current worth of a bond"s coupons and also primary payment equal to its price is the yield to maturity. The discount price that provides the present value of a bond"s coupons and major payment equal to its price is the:
Coupon payments are the interemainder payments made to bondholders. These payments are generally made each year or semiannually. Coupon payments are:
The biggest investors in corpoprice bonds are institutional investors such as life insurance suppliers and pension funds. The sector for corpoprice bonds is thin compared to the sector for corporate stocks. Prices in the corpoprice bond market tfinish to be more volatile than prices of securities sold in industries via higher trading volumes.
usage double the variety of years for the numberof payments made. use the semiannual coupon. use the semiannual price as the discount price.
no interest payments, investor simply gets maturity worth (FV), sells at a deep discount; the majority of prevalent in UNITED STATE savings bond
if a bonds coupon price is less than its yield, its price is less than its face value and also it sells at _____
if a bonds coupon rate is higher than its yield, its price is better than its challenge worth and also it sells for _____
don"t make coupon payments but pay their face value (in cash) at maturity and also should market for less than similar bonds which make routine interemainder payments; all coupon payments = 0
the price that provides the PV of the bonds cash flows = the price of the bond; price bondholder earns if the bond is organized to maturity and all payments are made
the rate of rerotate earned on a bond if it is referred to as before it"s maturity date; even more most likely if bond is sold at a premium or if interemainder rates have actually decreased
the rerotate on a bond given the cash flows actually got by investor; the IR at which PV = bond"s price; enables investors to view what they actually earned
exactly how easily and conveniently a security have the right to be sold at a low transactivity cost and also a fair sector valuemarketing price varies directly; transactivity price and also YTM vary inversely
bond issuer"s choice to purchase a bond from the bondholder at a preidentified price before maturity
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