Please help answer all questions in attachement. (Q's 6-8, 10-13)

6. Fill in the table below for the following zero-coupon bonds, all of which have par values of $1,000. (Do not round intermediate calculations. Round your answers to 2 decimal places.) ALL ANSWERS HERE ARE WRONG EXCEPT FOR THE 2.94%, HELP FIND THE REST Price Maturity (years) Yield to Maturity $ 460 20 % 3.96 7. A bond with a coupon rate of 8% makes semiannual coupon payments on January 15 and July 15 of each the ask price for the2.94 bond on%January 30 at 100.1875. What is $ year. 560 The Wall Street Journal reports 20 the invoice price of the bond? The coupon period has 182 days. (Do not round intermediate calculations.Round your answer to $ 560 102 decimal places.) % 5.97 $ 365.13 Invoice price $ $ 489.73 10 10.60 % 10 7.40 % 9.4 460 % of $106 is priced at $1,000. 8. $A two-year bond with par value $1,000 making annual coupon 8.60 payments a. What is the yield to maturity of the bond? (Round your answer to 1 decimal place.) % Yield to maturity 10.6 b. What will be the realized compound yield to maturity if the one-year interest rate next year turns out to be (a) 8.6%, (b) 10.6%, (c) 12.6%?(Do not round intermediate calculations. Round your answers to 2 decimal places.) Interest Rate Realized YTM % 8.6% 10.6% % 10.6 % 12.6% 10. A newly issued 20-year maturity, zero-coupon bond is issued with a yield to maturity of 7.5% and face value $1,000. Find the imputed interest income in the first, second, and last year of the bond's life. (Do not round intermediate calculations. Round your answers to 2 decimal places.) First year Second year Imputed Interest $ $ Last year $ 11. A newly issued 10-year maturity, 6% coupon bond making annual coupon payments is sold to the public at a price of $850. The bond will not be sold at the end of the year. The bond is treated as an original-issue discount bond. a. Calculate the constant yield price. (Do not round intermediate calculations. Round your answer to 2 decimal places.) $ Constant yield price b. What will be an investor's taxable income from the bond over the coming year? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Taxable income $ 12. Assume you have a one-year investment horizon and are trying to choose among three bonds. All have the same degree of default risk and mature in 9 years. The first is a zero-coupon bond that pays $1,000 at maturity. The second has an 8.4% coupon rate and pays the $84 coupon once per year. The third has a 10.4% coupon rate and pays the $104 coupon once per year. a. If all three bonds are now priced to yield 8.4% to maturity, what are their prices? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero Current prices $ 8.4% Coupon $ 10.4% Coupon $ b-1. If you expect their yields to maturity to be 8.4% at the beginning of next year, what will their prices be then? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero Price one year from now $ 8.4% Coupon $ 10.4% Coupon $ b-2. What is your rate of return on each bond during the one-year holding period? (Do not round intermediate calculations.Round your answers to 2 decimal places.) Zero Rate of return % 8.4% Coupon % 10.4% Coupon % 13. The current yield curve for default-free zero-coupon bonds is as follows: Maturity (years) 1 2 3 YTM 9.8% 10.8 11.8 a. What are the implied one-year forward rates? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity (years) 1 YTM 9.8% 2 10.8% 3 11.8% Forward Rate % % b. Assume that the pure expectations hypothesis of the term structure is correct. If market expectations are accurate, what will the pure yield curve (that is, the yields to maturity on one- and two-year zero-coupon bonds) be next year? There will be a shift upwards in next year's curve. There will be a shift downwards in next year's curve. There will be no change in next year's curve. c-1. If you purchase a two-year zero-coupon bond now, what is the expected total rate of return over the next year? (Hint: Compute the current and expected future prices.) Ignore taxes. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Expected total rate of return % c-2. If you purchase a three-year zero-coupon bond now, what is the expected total rate of return over the next year? (Hint: Compute the current and expected future prices.) Ignore taxes. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Expected total rate of return %