Question: Please take your time and answer it correctly don't use GPT The instrument you wish to price has the following characteristics: floating rate

Please take your time and answer it correctly " don't use GPT " The instrument you wish to price has the following characteristics: floating rate bond issued on January 31,2020, with maturity on January 31,2024, semiannual coupons pegged to the 6-months treasury rates plus 40 bps (0.4%). At the last reset date, July 31,2022, the next coupon payment (due on January 1,2023) was set to the 6-months
treasury rate at that time, 3.2%, plus the spread, 0.4%.[Attention: Both rates are annualized, so the coupon payment for January 2023 is really 1.6%+0.2%]
1- What is the price on October 31,2022, of the pure floating part of this bond?
2- What is the price on October 31,2022, of the spread part of this bond? 3- What is the price on October 31,2022, of the entire floating rate bond with
spread?
4- What are the Macaulay duration and the modified duration with respect to continuously compounding rates of the pure floating part of the floating rate bond? [i.e., ignore the spread]

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