Question: please help me solve this task asap 5. What is the intrinsic value for a 2 year 5% riskless coupon bond given the following data:
5. What is the intrinsic value for a 2 year 5% riskless coupon bond given the following data: - par value of bond 1,000 - 1 year zero coupon Treasury bill with 100 par value is traded at 90.9 - 2 year zero coupon Treasury bond with 100 par value is traded at 79.7 Determine intrinsic value for a 2 year 5% coupon bond. Demonstrate your strategy (construct an arbitrage portfolio), if current market price for the bond from the first question is 105% of par
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