Question: Question 1 Using the spot rates below, find the price of a three-year to maturity treasury bond that pays 2% annual coupon (assuming a face

Question 1 Using the spot rates below, find the price of

Question 1 Using the spot rates below, find the price of a three-year to maturity treasury bond that pays 2% annual coupon (assuming a face value of $100 and annual convention). Spot Curve Year YTM 0.50% 1 4 3.00% 5 3.10% Selected Answer: A. $98.59 Answers: A. $98.59 B. $100.59 c. $99.59 D. $97.59

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