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answer all 4 i will upvote what information do you need this is all i have ncorrect Question 16 0/5 pts 16. You own $1
answer all 4 i will upvote
what information do you need this is all i have
ncorrect Question 16 0/5 pts 16. You own $1 mil Par Amount of the UST 3% 30yr bond. What is the dollar value of this holding? 11,086,969.86 Incorrect Question 17 075 pts 17. If UST yields fall 25 bps... What is the new dollar value of the $1 mil Par Amount of UST 3. 30yn bond? 11.082,144.55 correct Question 18 0/5 pts 18. You own $1 mil Notional Amount of Amazon (BBB Rated) AMZN 3% 7yr. What is the dollar value of this holding? 10.055.135.62 incorrect Question 19 07 5 pts 19. If BBB credit spreads rise by 15 bps... What is the new dollar value of the $1 mil Par Amount of AMZN 3% 7yr bond? 10,431,819.73 o e Appendix: Market Data UST Yield Curve 3.000 Syr 7yr 2.800 AAA AA A BBB Credit Spreads In Bps, for Rating & Maturity 10yr 5 10 15 20 15 20 25 30 35 40 45 50 65 70 75 80 30yr 25 35 SS 85 2.600 2.400 2.2008 Credit Spreads are quoted in bps Remember a bps is 1/100 of 1% For example, 25 bps 0.25% 2.000 VTM 250 E410 2550 260 270 2.0 2010 200 200 2300 2370 Malaiya Step by Step Solution
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