Given the face value, annual coupon, Bond L maturity, Bond S maturity, and three rates… find the value of each bond and why the longer-term bond’s price varies more.

An investor has two bonds in her portfolio, Bond C and Bond Z… calculate the price of the bonds at each year.

Given the par value, YTM, new YTM, annual coupon rate, and perpetuity… find the percentage change in price for each bond following a decline in interest rates.

Compute the realized rate of return for an investor.

Given the years left to maturity, par value, coupon rate, and current market rates… find the yield to maturity, and if you would buy the bond if you thought that a “fair” market interest rate for such bonds.