Treasury bond prices Bond Principal ($) Time to Maturity (yrs) Annual Coupon ($)* Bond Price ($)
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Question:
Treasury bond prices
Bond Principal ($) | Time to Maturity (yrs) | Annual Coupon ($)* | Bond Price ($) |
100 | 0.5 | 0.0 | 98 |
100 | 1.0 | 0.0 | 95 |
100 | 1.5 | 6.2 | 101 |
100 | 2.0 | 8.0 | 102 |
*Half the stated coupon is paid every six months
Calculate the 2-year par yield (use continuous compounding).
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