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A 30-year coupon bond hes a face amount of RM100,000, and semi-annual coupon with 5% coupon rate compounded semi-annually, and the yieid to maturity of the bond (a) Apakah jumlah yang dilunaskan pada pembayaran kupon ke-5? What is the amount amortized at the 5"' coupon peyment? (3 markah/marko) (b) Cari nilai pasaran bon 5.25 tahun selepas bon diterbitkan (3 bulan selepas pembayaran kupon ke-10). Diberikan kadar hasil semasa adalah sama dengan hasil matang yang asal. Find the market value of the bond 5.25 years after issuance (3 months affer the 10 coupon payment), given the current yield is the same as the original yield to maturity. (4 markah/marks) (c) Cari durasi Macaulay bon tersebut sejurus selepas tarikh kupon ke-10, (tahun kelima). Find the Mecaulay duration of the bond right after the 10n coupon date (year 5). (3 markah/marks) (d) Cari anggaran perubahan dalam harga yang dijangkakan apabila terdapat penurunan 10 mata asas dalam kadar hasil tahunan (setiap mata asas ialah 0.01% ) dengan menggunakan: puie change ot 10th derte Find the approximate change in price expected when there is a 10 basis point decrease in the annual yleld rate (a basis point is 0.01% ) using the: (i) anggaran terubahsuai peringkat pertama. first-order modified approximation. (2 markah/marks) (ii) anggaran Macaulay peringkat pertama. first-order macaulay approximation. (2 markah/marks) A 30-year coupon bond hes a face amount of RM100,000, and semi-annual coupon with 5% coupon rate compounded semi-annually, and the yieid to maturity of the bond (a) Apakah jumlah yang dilunaskan pada pembayaran kupon ke-5? What is the amount amortized at the 5"' coupon peyment? (3 markah/marko) (b) Cari nilai pasaran bon 5.25 tahun selepas bon diterbitkan (3 bulan selepas pembayaran kupon ke-10). Diberikan kadar hasil semasa adalah sama dengan hasil matang yang asal. Find the market value of the bond 5.25 years after issuance (3 months affer the 10 coupon payment), given the current yield is the same as the original yield to maturity. (4 markah/marks) (c) Cari durasi Macaulay bon tersebut sejurus selepas tarikh kupon ke-10, (tahun kelima). Find the Mecaulay duration of the bond right after the 10n coupon date (year 5). (3 markah/marks) (d) Cari anggaran perubahan dalam harga yang dijangkakan apabila terdapat penurunan 10 mata asas dalam kadar hasil tahunan (setiap mata asas ialah 0.01% ) dengan menggunakan: puie change ot 10th derte Find the approximate change in price expected when there is a 10 basis point decrease in the annual yleld rate (a basis point is 0.01% ) using the: (i) anggaran terubahsuai peringkat pertama. first-order modified approximation. (2 markah/marks) (ii) anggaran Macaulay peringkat pertama. first-order macaulay approximation. (2 markah/marks)

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