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$11$a

In a given economy, spot yields are $3,4,5,$ and $6$ percent $($per annum, with S$/$A

compounding$)$ at tenors $6,12,18,$ and $24$ months.

$1.$ What are discount factors at those same tenors?

$2.$ What is the market value of a risk$-$free S$/$A bullet with a coupon rate of $10\%$

per annum, a redemption value of $$1,000,$ and that matures in $24$ months?

Problem $11$b

In this exercise we practice going from spot to par and from swap to spot.

$1.$ In one economy, spot yields are $3,4,5,$ and $6$ percent $($per annum, with S$/$A

compounding$)$ at tenors $6,12,18,$ and $24$ months. What are par yields at those

same tenors?

$2.$ In a different economy, swap rates are $3,4,5,$ and $6$ percent $($per annum, with

S$/$A compounding$)$ at tenors $6,12,18,$ and $24$ months. What are spot yields at

those same tenors?

Problem $11$c

Assume that S$/$A annualized spot rates are $1,2,$ and $3$ percent, respectively over the next $18$ months. An $18$ month S$/$A bullet with coupon rate of $10\%$ and a redemption value of $1,000$ is issued at a price of $$1,100.$ What is the bond$$s z$-$spread at issue?