Is the static spread for a three-year 9% coupon corporate bond selling at 105.58, given the following

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Is the static spread for a three-year 9% coupon corporate bond selling at 105.58, given the following theoretical Treasury spot rate values equal to 50, 100, or 120 basis points? Semiannual Spot Rate (%) 1 4.0 2 4.2 3 4 4.9 5.4 5 5.7 6 6.0 AppendixLO1

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