5. PROBLEM 5 - YIELD TO MATURITY OF A TREASURY NOTE Suppose we have a T-note with a 3.5% coupon and maturity date of 15-May-2021. On Friday, Sep 25, 2020 we see a quote of 100.9844 bid, 101.0000 ask. (Assume $100 face. Round to nearest $0.0001 or 0.0001%). (a) What are the coupons dates and cash flows? (b) What are the number of actual days until the next coupon date (counting from the settlement date)? (c) What are the number of days in the current coupon period? (d) What is the accrued interest? (e) What is the dirty bid price? (f) What is the YTM (to nearest 0.0001%) at the bid price? 5. PROBLEM 5 - YIELD TO MATURITY OF A TREASURY NOTE Suppose we have a T-note with a 3.5% coupon and maturity date of 15-May-2021. On Friday, Sep 25, 2020 we see a quote of 100.9844 bid, 101.0000 ask. (Assume $100 face. Round to nearest $0.0001 or 0.0001%). (a) What are the coupons dates and cash flows? (b) What are the number of actual days until the next coupon date (counting from the settlement date)? (c) What are the number of days in the current coupon period? (d) What is the accrued interest? (e) What is the dirty bid price? (f) What is the YTM (to nearest 0.0001%) at the bid price