Question: On 10/12/2020, a U.S. Treasury bond has a face value $1,000, maturity at 8/10/2022, a coupon rate of 7.2%, semi-annual coupon payments, and yield to
On 10/12/2020, a U.S. Treasury bond has a face value $1,000, maturity at 8/10/2022, a coupon rate of 7.2%, semi-annual coupon payments, and yield to maturity (BEY) of 5.6%. As of 10/12/2020, there have been 63 days since the last coupon payment. There are 184 days between 8/10/2020 and 2/10/2021. What are the bonds clean price and dirty price? Keep the final answers in 2 decimal places, e.g., $10.12.
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