1a Problem 13-09 Evaluate the following pure-yield pickup swap: You currently hold a 20-year, Ah-rated, 9.0% coupon bond priced to veld 12.0%. As a candidate, you are considering 2yew, AA-rated, 11.5% coupon bond priced to yield 12.5% (Assume reinvestment at 12.0%, $1,000 par value, semiannual coupons.) Do not round intermediate actions. Round you monetary answers to the nearest cent and percentage answers and value of wap to two decimal places. You may use Appendix to answer the questions Candidate Bond Dollar investment $ Annual coupon $ on one coupon Principal value at year end Total accrued $ Realized compound yield Current Bond $ $ $ $ $ Value of swap basis points in one year