10. A coupon bond that pays interest semiannually has a par value of $1,000, matures in 15 years, and has a yield to maturity of 8%. If the coupon rate is 7%, the intrinsic value of the bond today will be $913.54 O A coupon bond that pays interest of 4% annually has a par value of $1,000, matures in 11 years, and is selling today at $1,062. The actual yield to maturity on this bond is .3.32% (FU) - 1000 12. A coupon bond that pays semiannual interest is reported in the Wall Street Journal as having an ask price of 117% of its $1,000 par value. If the last interest payment was made 2 months ago and the coupon rate is 6%, the invoice price of the bond will be $1,180 1000 (1.1) + 60 C2112 ) =1180 13. You purchase an interest rate futures contract that has an initial margin requirement of 15% and a futures price of $115,098. The contract has a $100,000 underlying par value bond. If the futures price falls to $108,000, you will experience a loss on your money invested. 41.1% 115098 - 108006 : 1098 10981 nov.47:4411: 154. (115098): 126.47 X 100: 41.1 y, arbitrage po 14. A stock index spot price is $1,360. The zero coupon interest rate is 2.6%. What is the potential arbitrage profit if the 6-month futures contract on the index is priced at $1,342? $36 1. 3). Brel*kay : 1366 +968-137.68 136011-3%), nus