Question: 2 . What is the static spread for a three - year 9 % coupon corporate bond selling at 1 0 5 . 5 8

2. What is the static spread for a three-year 9% coupon corporate bond selling at 105.58, given the following theoretical Treasury spot rate values equal to 50,100, or 120 basis points?
Period
Spot Rate (%)
1
4.0
2
4.2
3
4.9
4
5.4
5
5.7
6
6.0

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