Question: Using the Bloomberg YAS screen below, answer the following questions. (1) What is the nominal spread of this bond? (2) What is your required rate

Using the Bloomberg YAS screen below, answer the following questions. (1) What is the nominal spread of this bond? (2) What is your required rate of return for this bond? (3) What is the yield to maturity of the benchmark Treasury security? (4) What is the Z-spread of this bond? (5) Comparing the nominal spread with Z-spread, tell me whether this bond is undervalued or overvalued? Using the Bloomberg YAS screen below, answer the following questions. (1) What

Yield and Spread Analysis 99 Buy 90 Sell NFLX 5 - 11/15/28 Corp Settings 121.850/122.372 2.855/2.791 BMRK@ 09:12 No Notes 1) Yield & Spread 2) Graphs Pricing Description 9 Custom NFLX 5 ? 11/15/28 ( 64110LAT3 ) Risk Spread 213.34 bp vs 10yT0 08/15/30 Price 122.372 3 99-22 09:12:35 O M.Dur Dur Yield 2.790981 Wst 0.657598 S/A. Risk Wkout 11/15/2028 @ 100.00 Consensus Convexity Settle 09/16/20 09/15/200 DV. 01 on 1MM Benchmark Risk Risk Hedge Proceeds Hedge Spreads Yield Calculations Invoice 11 G-Sprd 226.0 Street Convention 2.790981 Face 17 1-Sprd 224.4 Equiv 1 / 2.810455 Principal 13) Basis -93.7 Mmkt (Act/360 Accrued (121 Days) 14 Z-Sprd 227.9 True Yield 2.790756 Total (USD) 19 ASW 250.5 Current Yield 4.801 10 OAS 229.9 17 TED -223.5 Workout 6.578 8.179 0.525 818 9.568 855M 1,247M OAS 6.617 8.228 0.530 823 9.682 850M 1,000 M 1,223,720.00 19,746.53 1,243,466.53 aan 3.2.4.3978.uro 29.33 Togo Spur 121600 Ponce IN 3437 4300711285 EOT 400 Yield and Spread Analysis 99 Buy 90 Sell NFLX 5 - 11/15/28 Corp Settings 121.850/122.372 2.855/2.791 BMRK@ 09:12 No Notes 1) Yield & Spread 2) Graphs Pricing Description 9 Custom NFLX 5 ? 11/15/28 ( 64110LAT3 ) Risk Spread 213.34 bp vs 10yT0 08/15/30 Price 122.372 3 99-22 09:12:35 O M.Dur Dur Yield 2.790981 Wst 0.657598 S/A. Risk Wkout 11/15/2028 @ 100.00 Consensus Convexity Settle 09/16/20 09/15/200 DV. 01 on 1MM Benchmark Risk Risk Hedge Proceeds Hedge Spreads Yield Calculations Invoice 11 G-Sprd 226.0 Street Convention 2.790981 Face 17 1-Sprd 224.4 Equiv 1 / 2.810455 Principal 13) Basis -93.7 Mmkt (Act/360 Accrued (121 Days) 14 Z-Sprd 227.9 True Yield 2.790756 Total (USD) 19 ASW 250.5 Current Yield 4.801 10 OAS 229.9 17 TED -223.5 Workout 6.578 8.179 0.525 818 9.568 855M 1,247M OAS 6.617 8.228 0.530 823 9.682 850M 1,000 M 1,223,720.00 19,746.53 1,243,466.53 aan 3.2.4.3978.uro 29.33 Togo Spur 121600 Ponce IN 3437 4300711285 EOT 400

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