The U.S. Treasury spot rates are provided in the following table:
Consider a 3-year, 9% annual coupon corporate bond currently trading at $89.464. Given the YTM of a 3-year Treasury is 12%, the Z- spread of the corporate bond is closest to:
A. 1.50%.
B. 1.67%.
C. 1.76%.
第1题
Tina Mo, a fixed income analyst, is asked to value a single, default-free cash flow of $60,000. She is given the information in the following table:
The value of this single cash flow at the end of Period 4 is closest to:
A. $56,427
B. $56,309
C. $56,276
第2题
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3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4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%
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