4) A bond is sold for settlement on 16 June 2020 Annual coupon 5% Coupon payment frequency Semi-annual Coupon payment dates 10 April, 10 October Maturity date 10 October 2022 Day count convention 30/360 YTM 4% a) Compute the dirty price on 16 June 2020 b) Compute the accrued interest on 16 June 2020 c) Compute the clean price on 16 June 2020 5) Time Period Forward Rate | Oy1y 0.8% 1yly 1.12% |2yY 3.94% 3yly 3.28% |4yly 3.14% a) Assuming all rates are annual, compute the 3-year implied spot rate b) Using the rates, compute the value of a 3.5% coupon annual payment bond with a par value of $100