FIN 564 Week 5 Homework Problems Recent
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FIN 564 Week 5 Homework Problems NEW
10. Use the following balance sheet information to answer this question
4. Suppose that you purchase a Treasury bond futures contract at $95 per $100 of face value.
a. What is your obligation when you purchase this futures contract?
15. An insurance company owns $50 million of floating-rate bonds yielding LIBOR plus 1 percent. These loans are financed by $50 million of fixed-rate guaranteed investment contracts (GICs) costing 10 percent. A finance company has $50 million of auto loans with a fixed rate of 14 percent. They are financed by $50 million of debt with a variable rate of LIBOR plus 4 percent. If the finance company is going to be the swap buyer and the insurance company the swap seller, what is an example of a feasible swap?
8. Consider a GNMA mortgage pool with principal of $20 million. The maturity is 30 years with a monthly mortgage payment of 10 percent per year. Assume no prepayments.
• a. What is the monthly mortgage payment (100 percent amortizing) on the pool of mortgages?
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