Question: Valuing the Call Feature Consider the prices in the following three Treasury issues as of May 15, 2007: 6.500 May 13n May 13 May 13

Valuing the Call Feature Consider the prices in the following three Treasury issues as of May 15, 2007:

6.500 May 13n May 13 May 13 5.28 - 13 106:10 106:12

6.500 May 13n May 13 May 13 5.28 - 13 106:10 106:12 8.250 - 3 - 15 103:16 5.24 103:14 134:25 5.32 12.000 134:31

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