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.

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1.Easy

A bond with a face value of €1 000 pays an annual coupon of 4% and matures in 10 years. The yield to maturity is 3.5%. Find the price P of the bond.

F = €1 000coupon = 4%YTM = 3.5%n = 10

P = €

2.Easy

A bond with a face value of €1 000 pays an annual coupon of 6% and matures in 7 years. The yield to maturity is 4%. Find the price P of the bond.

F = €1 000coupon = 6%YTM = 4%n = 7

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 8 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 = 8

P = €

4.Medium

A bond with a face value of €1 000 pays a 4% annual coupon in two half-yearly payments and matures in 7 years. The yield to maturity is 9% per year. Find the price P of the bond.

F = €1 000coupon = 4%YTM = 9%n = 7

P = €

5.Hard

A bond with a face value of €1 000 and an annual coupon of 5% matures in 7 years and sells for €920. Find its yield to maturity YTM in percent.

F = €1 000coupon = 5%n = 7P = €920

YTM = %

6.Hard

A bond with a face value of €1 000 and an annual coupon of 7% matures in 5 years and sells for €960. Find its yield to maturity YTM in percent.

F = €1 000coupon = 7%n = 5P = €960

YTM = %

Answer key

1. P = 1042 €
2. P = 1120 €
3. P = 1032 €
4. P = 744.4 €
5. YTM = 6.456 %
6. YTM = 8.002 %

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