3. Suppose you want to use the repo market to make a bet that a bond with the following characteristics will fall in price, Maturity: Jul 31, 2039 Coupon rate: 3.50% YTM: 4.20% You plan to do the first leg of the transaction on settlement date of Mar 30, 2022 and the second leg of the transaction on settlement date of Apr 05, 2022. The repo rate is 7.50% and the haircut is 3.00%. On Mar 30, 2022 the dirty price of the bond is $92.0214 a) Which should be the price of the bond on Apr 05, 2022 so that you make a profit? 3. Suppose you want to use the repo market to make a bet that a bond with the following characteristics will fall in price, Maturity: Jul 31, 2039 Coupon rate: 3.50% YTM: 4.20% You plan to do the first leg of the transaction on settlement date of Mar 30, 2022 and the second leg of the transaction on settlement date of Apr 05, 2022. The repo rate is 7.50% and the haircut is 3.00%. On Mar 30, 2022 the dirty price of the bond is $92.0214 a) Which should be the price of the bond on Apr 05, 2022 so that you make a profit