# Problemas sobre valuacion de bonos y activos

Páginas: 4 (904 palabras) Publicado: 4 de diciembre de 2010
PROBLEMAS SOBRE EVALUACION DE BONOS
Administración Financiera, Charles Moyer, Pag 262

PROBLEMA N°1 | | | |
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BONOS PERPETUOS | |
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| | | |Valor nominal | \$1,000.00 | | |
TEA | 4% | | |
Interés | \$40.00 | | |
| | | |
kd | 4% | 5% | 6% |
P0 | \$1,000.00 | \$800.00 | \$666.67 |

PROBLEMA N°2 | | |
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BONOSPERPETUOS | |
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Valor nominal | \$1,000.00 | |
TEA | 4% | |
Interés | \$40.00 | |
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P0 | \$790.00 | \$475.00 |
Kd | 0.0506 | 0.0842 |
Kd(%) |5.06% | 8.42% |

PROBLEMA N°3 | | | | | | |
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BONOS CON FECHA DE VENCIMIENTO | | | | |
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| | | | | | |Valor nominal | \$1,000.00 | | | | Valor nominal | \$1,000.00 |
Vencimiento | 2002 | | | | Vencimiento | 2002 |
Adquisición | 1996 | | | | Presente | 1996 |
Años | 6 | | | | Semestres |12 |
TEA | 9.875% | | | | TEA | 9.875% |
Interés | \$98.75 | | | | TES | 4.821% |
| | | | | Interés | \$48.21 |
kd | 7% | 9% | 11% | | | |
P0 | \$1,137.04 | \$1,039.25 | \$952.41 || kd | 8% |
| | | | | P0 | \$1,077.08 |

PROBLEMA N°4 | | | | | | |
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BONOS CON FECHA DE VENCIMIENTO | | | | |
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Valor nominal | \$1,000.00 | | | | | | |
Kd | 11% | | | | | | |
P0 | \$964.07 | VNA | | | | | |
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Año | 0 | 1 | 2 | 3 | 4 |5 | 6 |
TEA |   | 10% | 10% | 10% | 10% | 10% | 10.75% |
Intereses |   | \$100.00 | \$100.00 | \$100.00 | \$100.00 | \$100.00 | \$107.50 |
FSA | 1 | 0.909091 | 0.826446 | 0.751315 | 0.683013 |0.620921 | 0.541923 |
VP | \$955.75 | \$90.91 | \$82.64 | \$75.13 | \$68.30 | \$62.09 | \$58.26 |

7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 |
10.75% | 10.75% | 10.75% | 10.75% | 11.50% | 11.50% |...

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