You have purchased a bond for 973.02. The bond has a coupon rate of6.4%, pays interest annually, has a face value of $1,000, 4 years to maturity,and a yield to maturity of 7.2%. The bond's duration is 3.6481 years. Youexpect that interest rates will fall by .3% later today.i. Use the modified duration to find the approximate percentage changein the bond's price. Find the new price of the bond from this calculation.ii. Use your calculator to do the regular present value calculations to findthe bo
You have purchased a bond for 973.02. The bond has a coupon rat…
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Bond Pricing Formula | How to Calculate Bond Price? | Examples
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Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the percentage price change. In terms of absolute value, the change is the same for either an increase or decrease in the yield-to-maturity. The modified duration statistic for a fixed-rate bond is easily obtained if the Macaulay duration is already known. An alternative approach is to approximate modified duration directly. | P
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