Following are U.S. Treasury benchmarks and their clean prices on September 4, 2020: 

 

On the same day, the following trades were executed:

 

Based on the above, assuming that all bonds pay semiannually and that yields are annual yields, complete the following table:

 

Transcribed Image Text:

Notes/ Bonds Maturity Date Coupon Rate Price (decimals) CUSIP 2-Year 91282CAG6 08/31/2022 0.125% $99.9609 3-Year 91282CAF8 08/15/2023 0.125% $99.8516 5-Year 91282CAJO 08/31/2025 0.250% $99.7539 7-Year 91282CAH4 08/31/2027 0.500% $99.9766 10-Year 91282CAE1 08/15/2030 0.625% $99.1016 20-Year 912810SQ2 08/15/2040 1.125% $97.6640 30-Year 912810SP4 08/15/2050 1.375% $97.6328 Notes/ Bonds Maturity Date Coupon Rate Price (decimals) CUSIP 2-Year 91282CAG6 08/31/2022 0.125% $99.9609 3-Year 91282CAF8 08/15/2023 0.125% $99.8516 5-Year 91282CAJO 08/31/2025 0.250% $99.7539 7-Year 91282CAH4 08/31/2027 0.500% $99.9766 10-Year 91282CAE1 08/15/2030 0.625% $99.1016 20-Year 912810SQ2 08/15/2040 1.125% $97.6640 30-Year 912810SP4 08/15/2050 1.375% $97.6328

Answer rating: 100% (QA)

Answer 1 YTM is calculated using Present Value formula Keep in mind ... View the full answer