Repricing a bond after a yield jump

A 2-year bond with $100 face pays a 5% annual coupon (so $5 at t=1t=1 and $105 at t=2t=2) and currently trades at par ($100) because its yield equals its 5% coupon. Market yields then jump to 7%. By how many dollars does its price fall? (to two decimals)

Show hints (2)+
  1. Re-discount both cash flows ($5 and $105) at the new 7% yield.
  2. Price fall = 100 − (5/1.07 + 105/1.07²).

Answer

Reveal answer →

3.62 (± 0.02)

Want the full step-by-step worked solution? It's part of Premium - along with a worked solution for every question in the bank.

Asked at: Multi-Strategy Quant, Data-Driven Research

Related questions