Question: Calculating G-Spread without a Comparable Benchmark Bond Assume that the Russian Federation has issued a 30-year US dollar-denominated sovereign bond based on the following terms:

Calculating G-Spread without a Comparable Benchmark Bond Assume that the Russian Federation has issued a 30-year US dollar-denominated sovereign bond based on the following terms: Six years after the original issuance date, on 15 March 2026, the bond is trading at a price of 123.5 per 100 face value, and an analyst observes that 20 -year and 30 -year US Treasury yields are currently 2.00% and 2.25%, respectively. Calculate the current G-spread of the Russian Federation bond. Step 1 Calculate the current yield-to-maturity of the Russian Federation

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