. Use the August 15, 2022 U.S. Treasury quotes shown below to calculate the discount factor...

 

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. Use the August 15, 2022 U.S. Treasury quotes shown below to calculate the discount factor and spot rate for each maturity given in the table. Maturity Coupon Price 2/15/23 2.000 99.5 8/15/23 2.500 99.34375 2/15/24 2.750 99.28125 8/15/24 2.375 98.375 2/15/25 2.000 97.15625 8/15/25 2.000 96.6875 2/15/26 1.625 95.15625 8/15/26 1.500 94.28125 2/15/27 2.250 96.9375 8/15/27 2.250 96.8125 Discount Factor Spot Rate *Coupon and spot rate in %/year, price as percent of par. . Use the August 15, 2022 U.S. Treasury quotes shown below to calculate the discount factor and spot rate for each maturity given in the table. Maturity Coupon Price 2/15/23 2.000 99.5 8/15/23 2.500 99.34375 2/15/24 2.750 99.28125 8/15/24 2.375 98.375 2/15/25 2.000 97.15625 8/15/25 2.000 96.6875 2/15/26 1.625 95.15625 8/15/26 1.500 94.28125 2/15/27 2.250 96.9375 8/15/27 2.250 96.8125 Discount Factor Spot Rate *Coupon and spot rate in %/year, price as percent of par.

Answer rating: 100% (QA)

To calculate the discount factor we can use the formula Discount Factor 100 Price 1 For the maturity ... View the full answer