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SIE: Debt Securities
SIE practice questionhardYield to Maturity

A bond purchased at a discount will have which relationship among its yields?

  1. AYTM > current yield > coupon rate✓ Correct answer
  2. BCurrent yield > YTM > coupon rate
  3. CCoupon rate > YTM > current yield
  4. DCoupon rate > current yield > YTM
Explanation

Why AYTM > current yield > coupon rate

For a discount bond, the relationship is: YTM > current yield > coupon rate. This is because YTM accounts for both the annual coupon payments AND the gain from buying at a discount and receiving par at maturity. Current yield only considers the coupon relative to price (which is higher than the coupon rate since the price is below par). For a premium bond, the relationship reverses: coupon rate > current yield > YTM.

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