2. A Chilean Government special-structure (similar to Brady) bond has a 4.25% fixed coupon rate, a maturity of 6 years, and guarantee of principal and last year's interest payment (collateralized by U.S. Treasury securities). The bond makes annual coupon payments. (24 points) Maturity (years) US Treasury Spot Rate 1.547% 1.614% 1.617% 1.635% 1.653% 1.752% Polish Govt Spot Rate 1.800% 1.770% 2.150% 2.410% 2.610% 2.920% a. What should be the value of this Brady bond? b. What is the blended yield of this bond? c. What is the stripped yield of this bond? d. Find the sovereign spread for this bond. 2. A Chilean Government special-structure (similar to Brady) bond has a 4.25% fixed coupon rate, a maturity of 6 years, and guarantee of principal and last year's interest payment (collateralized by U.S. Treasury securities). The bond makes annual coupon payments. (24 points) Maturity (years) US Treasury Spot Rate 1.547% 1.614% 1.617% 1.635% 1.653% 1.752% Polish Govt Spot Rate 1.800% 1.770% 2.150% 2.410% 2.610% 2.920% a. What should be the value of this Brady bond? b. What is the blended yield of this bond? c. What is the stripped yield of this bond? d. Find the sovereign spread for this bond