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A U.S. Treasury bond with a coupon rate of 6.125%, a maturity date of August 15, 2029 and a quoted yield to maturity of 1.679%
A U.S. Treasury bond with a coupon rate of 6.125%, a maturity date of August 15, 2029 and a quoted yield to maturity of 1.679% is being priced for settlement on January 31, 2022.
a. What are the number of days between the last coupon payment date and the settlement date, the total number of days in the coupon payment period, and the accrued interest?
b. What is the full (dirty) price of the bond? What is the quoted (clean) price?
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