hello i would like to get help with these questions

1. Suppose that you have a bond that offers a coupon rate of 10% paid semiannually. The face value of the bond is 1.000 TL and it matures in 4 years. If yield to maturity of the bond is 8%, what is the duration of this bond?

a) 3,32 years

b) 3,42 years

c) 3,50 years

d) 3,48 years

e) Other:

2. Suppose that you purchase a T-bill maturing in 133 days for

9.993,793 TL. The face value is 10.000 TL. What is the discount yield? (1 year

= 360 days)

a) 0,158%

b) 0,148%

c) 0,168%

d) 0,170%

e) Other:

3. What would be the value of a bond that has a maturity of 5 years,

quarterly coupon payment frequency, a face value of 1.000 TL and a 15% of

coupon rate? Suppose that market interest rate is 12%.

a) 1.111,58 TL

b) 895,78 TL

c) 1.000,00 TL

d) 1,110.40 TL

e) Other:

4. A 1.000 TL par value bond with 5 years left to maturity pays an

interest payment semiannually with a 6% coupon rate and is priced to have a 5%

yield to maturity. If interest rates surprisingly increase by 0,5% right now,

by how much would the bond's price change?

a) 20,16 TL

b) 21,16 TL

c) 22,16 TL

d) 23,16 TL

e) Other:

5.Suppose that a bank enters a reverse repurchase agreement in which

it agrees to buy central bank funds from one of its correspondent banks at a

price of 10.000.000 TL, with promise to sell these funds back at a price of

10.000.291,67 TL after 5 days. What is the repo yield? (1 year = 360 days)

a) 0,18%

b) 0,19%

c) 0,20%

d) 0,21%

e) Other:

6.Suppose that you invest in a T-bill with a 90-day maturity and a

face value of 1.000 TL selling at a discount of 10%. Assume that 1 year = 360

days. What would be the effective annual return on your investment?

c 10,66%

b) 2,56%

c) 10,81%

d) 10,38%

e) Other:

7. Which one of the following statements is true?

a) The lower the coupon payment of a bond, the shorter is its

duration.

b) The lower the rate of return on a bond, the longer is its

duration.

c) The duration of a zero coupon bond is always lower than its

maturity.

d) Duration calculations ignore time value of money.

8.What is the price of a 90-day T-bill with a face value of 1.000 TL

selling at a discount of 10% assuming that 1 year = 360 days?

a) 970 TL

b) 975 TL

c) 980 TL

d) 985 TL

e) Other:

9.An 11% coupon (paid annually) bond, with a 1.000 TL face value and

6 years remaining to maturity. The bond is selling at 1.065 TL. What is the

yield to maturity?

a) 9,43%

b) 9,53%

c) 9,63%

d) 9,73%

e) Other:

10.Suppose that you invest in a bond that has a maturity of 5 years

and a face value of 10.000 TL. The coupon rate is 15% and pays annually. The

yield to maturity is 20%. What would be the dirty price at the end of year 3?

a) 10.205,63 TL

b) 10.446,76 TL

c) 10.736,11 TL

d) 11.083,33 TL

e) Other: