Consider the following 3-year corporate bond issued by ABC corp. Where would you expect fair value for
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Trade date: 3/20/23
Bond: 7% of 3/15/26
Price: 97
Z-spread to swaps curve: 100 bp
Recovery rate: 30%
Related Book For
Finance Applications and Theory
ISBN: 978-0077861681
3rd edition
Authors: Marcia Cornett, Troy Adair
Posted Date: