Question: QUESTION 5 Show all work (equations or calculator inputs) to receive credit The clean, quoted price on a treasury bond is 102.55 percent of par
QUESTION 5 Show all work (equations or calculator inputs) to receive credit The clean, quoted price on a treasury bond is 102.55 percent of par value. The coupon rate is 3.5% and the YTM is 4%. The last coupon was paid 85 days ago and there are 182 days between coupon payments. Assume face value is $1000 a) Calculate the accrued interest of the bond today in Svalue) b) Calculate the invoice (dirty price of the bond (in Svalue) For the toolbar, press ALT F10 (PC) or ALT-FNF10(Mac). T T T T Paragraph Arial : 3(12pt) E. E T. . . GIX %DOQEEZETT. 25 QUESTION 5 Show all work (equations or calculator inputs) to receive credit The clean, quoted price on a treasury bond is 102.55 percent of par value. The coupon rate is 3.5% and the YTM is 4%. The last coupon was paid 85 days ago and there are 182 days between coupon payments. Assume face value is $1000 a) Calculate the accrued interest of the bond today in Svalue). b) Calculate the invoice (dirty price of the bond (in $value). For the toolbar, press ALT F10 (PC) or ALTFNF10 (Mac)
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