Question
4. a. Price a 17 year treasury bond, 4 5/8 coupon rate; assume yield to maturity of 3.40%. b. Calculate the bond dirty price, accrued
4. a. Price a 17 year treasury bond, 4 5/8 coupon rate; assume yield to maturity of 3.40%.
b. Calculate the bond dirty price, accrued interest and clean price 125 days later. Assume the coupon period is 182 days.
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Public Finance And Public Policy
Authors: Jonathan Gruber
2nd Edition
0716766310, 9780716766315
