The U.S. Treasury spot rates are provided in the following table:
Given a consistent corporate spread of 0.50%, what will be the most likely price of a 4% coupon corporate bond with 2 years to maturity?
A. $100.61
B. $102.96
C. $98.92
第1题
The yield of a 3-year bond issue quoted on an annual-pay basis is 7.84%. The yield-to-maturity on a bond-equivalent basis is closest to:
A. 3.85%
B. 7.69%
C. 7.84%
第2题
Elaine Wong has purchased an 8% coupon bond for $1,034.88 with 3 years to maturity. At what rate must the coupon payments be reinvested to produce a 5% yield-to-maturity rate?
A. 8%
B. 6.5%
C. 5%
第3题
Using the BEY (bond-equivalent yield) spot rates for U.S. Treasury yields provided in the following table, the 6-month forward rate one year from now on a bond-equivalent yield basis is closest to:
A. 4.41%
B. 2.20%
C. 2.30%
第4题
Using the U.S. Treasury forward provided in the following table, the value of a 2 year, 100 par value Treasury bond with a 4% coupon rate is closes to:
A. $104.20
B. $100
C. $98.74
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