Question: Use the following data for settlement date May 28, 2010 to answer the following questions: (assume semi-annual payments, and par values of $100) Maturity 11/30/2010

 Use the following data for settlement date May 28, 2010 to

Use the following data for settlement date May 28, 2010 to answer the following questions: (assume semi-annual payments, and par values of $100) Maturity 11/30/2010 5/31/2011 11/30/2011 5/31/2012 11/30/2012 5/31/2013 11/30/2013 5/31/2014 11/30/2014 Price 100.550 104.513 105.856 107.966 105.869 106.760 101.552 101.936 100.834 Coupon Rate (%) 1 1.25% 4.875% 45% 4.75% 3.375% 35% 2% 2.25% 2.125% a) Compute the annualized yield to maturity of the bonds given above. b) Estimate the term-structure of interest rates using the coupon bonds gi c) Plot the yield curve and term structure on the same graph. d) Estimate the price of a 0.75%, November 30, 2011 maturity bond as of May 28, 2010 K] Focus =

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