You are reading a page from The Mathematical Theory of Investment, Ernest Brown Skinner, (1913)
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Term Life Insurance

               THE VALUATION Of BONDS       133
  50. The amortization of the premium on a bond bought above
par. When a bond which is to be redeemed at par is bought at
a premium, some provision must be made for restoring to the
original capital the amount of the premium; otherwise the capital
will be impaired when the bond is redeemed.  To illustrate, sup-
pose the guardian of a minor buys a bond with par value $1000
at a premium of $500, intending to use the income for the main-
tenance of his ward. He has invested $1500 belonging to his
ward, and if the annual income from the bond has all been used
for living expenses,  there will be only $1000 to reinvest, instead
of the original $1500, when the bond is redeemed at par.  In
other words, $500 of the capital has disappeared as effectually
as if it had been stolen.  Indeed, the guardian should be held
responsible for the disappearance of the $500, just as though
it had been stolen.
  
To remedy this difficulty, the premium should be considered
as a debt to be repaid out of the surplus interest received.  The
gradual extinction of the premium through the application of
the surplus interest is called the amortization of the premium. The
value of the bond will diminish with each successive reduction
of the premium until the date of redemption, when it should
stand exactly at par. The value of a bond at any given date,
when purchased to yield a given rate of interest, is termed
the book value. An amortization schedule should be prepared
exactly as in §§ 45, 46, and 47.  Such a schedule should show
the book value, the net income, and the amount of amortiza-
tion at the end of every dividend period until the bond is
redeemed.
  
ILLUSTRATIVE EXAMPLE. Consider the amortization of the premium
on a bond for $100, with interest at 6% (payable-January 1 and July 1), and
redeemable at par January 1, 1916, bought January 1, 1911, to yield 5%
nominal, convertible semiannnally.
  
Solution.  By (6) of § 49 the premium is found to be $4.376, and conse-
quently the purchase price is $104.376. At the end of each half year $3 will be
received, while 5% nominal on $104.376 for a half year is only $2.609 ; so that
there is a surplus of $0.391 available for amortization.  Applying this surplus
to the reduction of the premium, we see that the value of the bond is reduced