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A current 10-year bond. Face value: $1,000.00 Annual coupon rate: 3.25%. Bond price: $864.87 Yield on bond: 5.00%. A 3-year forward contract exists on this
A current 10-year bond.
Face value: $1,000.00 Annual coupon rate: 3.25%. Bond price: $864.87 Yield on bond: 5.00%. A 3-year forward contract exists on this bond.
What is the arbitrage profit?
- 0
- 10.13
- 23.74
- 125.00
- 157.50
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