Bond pricing & yield worksheet with answers

Free printable Bond pricing & yield worksheet: 6 problems from easy to exam level, with an answer key. Print it or save it as a PDF.

New worksheet Practise online with hints

For teachers: free to print, copy and use in class. Every new worksheet has new values and its own answer key. A link to ExamProblems on your course page is appreciated.

Name: ____________________ Date: ____________

1.Easy

A zero-coupon bond with a face value of €1 000 matures in 7 years and costs €615 today. Find its yield to maturity YTM in percent.

F = €1 000n = 7P = €615

YTM = %

2.Easy

A bond with a face value of €1 000 pays an annual coupon of 7% and matures in 4 years. The yield to maturity is 5.5%. Find the price P of the bond.

F = €1 000coupon = 7%YTM = 5.5%n = 4

P = €

3.Medium

A bond with a face value of €1 000 pays a 6% annual coupon in two half-yearly payments and matures in 9 years. The yield to maturity is 5.5% per year. Find the price P of the bond.

F = €1 000coupon = 6%YTM = 5.5%n = 9

P = €

4.Medium

A bond with a face value of €1 000 pays a 6% annual coupon in two half-yearly payments and matures in 11 years. The yield to maturity is 2.5% per year. Find the price P of the bond.

F = €1 000coupon = 6%YTM = 2.5%n = 11

P = €

5.Hard

A bond with a face value of €1 000 and an annual coupon of 5% matures in 6 years and sells for €1 110. Find its yield to maturity YTM in percent.

F = €1 000coupon = 5%n = 6P = €1 110

YTM = %

6.Hard

A bond with a face value of €1 000 and an annual coupon of 3% matures in 8 years and sells for €1 110. Find its yield to maturity YTM in percent.

F = €1 000coupon = 3%n = 8P = €1 110

YTM = %

Answer key

1. YTM = 7.192 %
2. P = 1053 €
3. P = 1035 €
4. P = 1335 €
5. YTM = 2.971 %
6. YTM = 1.529 %

Full step-by-step solutions: practise this topic on examproblems.com.