Finland Finance Assingment Help With Solution
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1. Bond prices and duration (10 p): Use the information for the Finland 2001 5% 04/07/07 government bond found in the lecture notes, except that assume that the settlement date is 21.3.2005 (use this date as “today”, t = 0). That is, there are 105 days to the next coupon payment. For simplicity, assume there are no leap years (assume a 365 day year), and that all payments are paid on weekdays such that there is exactly 1 year between all payments. Also assume that the yield has remained unchanged at 3.017%
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a. Calculate the gross price (PV) and market price for the bond.
b. Compare your calculated gross price as of 21.3.2005 with the gross price as of 22.1.2004 (data printed 19.1.2004, but settlement is T+3, so all numbers shown are as of 22.1.2004) and explain the difference. Note that you have used the same yield in both cases.
c. Calculate the duration (Macaulay duration) and modified duration.
d. Explain in words what your numerical answers in c. mean to an investor.
2. Yieid, returns, zeroes and forwards (10 p): The current yield curve for default-free zero-coupon bonds is as follows: Maturity (Years) YTM
a. What are the implied 1-year forward rates?
b. Assume the pure expectations hypothesis (also called the unbiased expectations hypothesis, UEH) of the term structure is correct. If market expectations are accurate, what will the pure yield curve (that is, the yield to maturity on 1- and 2-year zero-coupon bonds) be next year?
c. If you purchase a 2-year zero-coupon bond now, what is the expected total rate of return over the next year?
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