Question
a) Suppose that you have a 10-year, semiannual pay, 6% coupon, $1,000 par bond callable after 5 years at 104, trading at 98. I. Calculate
a) Suppose that you have a 10-year, semiannual pay, 6% coupon, $1,000 par bond callable after 5 years at 104, trading at 98.
I. Calculate the YTM (2 marks)
II. Calculate YTC (2 marks)
b) Suppose that you have a 10-year, semiannual pay, 6% coupon, $1,000 par bond puttable after 5 years at 96, trading at 102. calculate YTP (2 marks)
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The Handbook Of Energy Trading
Authors: Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli
1st Edition
1119953693, 978-1119953692
