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(1) Use the information below to answer questions below (5 Points) The prices and yields for on-the-run Treasury's were collected from the Wall Street Journal

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(1) Use the information below to answer questions below (5 Points) The prices and yields for on-the-run Treasury's were collected from the Wall Street Journal on July 27 10, 2020 U.S. Treasury Quotes. Thursday, July 27, 2020 Treasury issue Prices and yields for on-the-run-treasures MATURITY COUPON PRICE CHG 10/15/2019 1.0000 99.3160 0.0080 06/30/2020 1.2500 99.3120 CL0020 07/27/2020 1.5000 99.3120 0.0020 06/30/2022 1.0000 101.2940 0.0040 06/30/2023 1.3750 102.0500 unch. 06/30/2024 3.1240 106.2860 0.0020 07/27/2024 3.2500 107.30600080 You decided to purchase a 4-year Treasury with a $100,000 face on July 27, 2020. But settlement will secur on July, 28 2020. The last interest paymeyit on the asset was made on 06/30/2020. (Hint: Assume a 181-day coupon period) 2. What is the clean price of the 5-year Treasury? (2 points) b. Calculate the accrued interest due to the seller. (2 points) c. Calculate the dirty price of this transaction (2 points)

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