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A US treasury has twenty years to maturity and 4% coupon rate. It is priced to yield 6%. Price the US Treasury. Calculate the accrued

A US treasury has twenty years to maturity and 4% coupon rate. It is priced to yield 6%.

  1. Price the US Treasury.
  2. Calculate the accrued interest, dirty price, and clean price 100 days later. Assume the coupon period is 181 days.

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