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ASI Home Insert Draw Page Layout Formulas Data Review View X Verdana (Body) 12 == Wrap Text ' A ilili Paste BIU Merge & Center

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ASI Home Insert Draw Page Layout Formulas Data Review View X Verdana (Body) 12 == Wrap Text ' A ilili Paste BIU Merge & Center A11 B G 2 Chg C D E T-Bond Quotations Bid Asked 104.3984 104.4141 0.3047 99.2734 99.2891 0.5938 96.7656 96.7969 0.9375 Table 6.2. Maturity 4/30/20 3/30/22 8/15/47 3 Coupon 2.625 1.75 2.875 4 Asked 0.914 1.866 3.039 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 35 36 37 38 Table 1 Question 15 Determine the dealer's spread for the 8/15/47 T-bond assuming par is $5,000. Question 16 Assume the ask yield on the 8/15/47 T-bond decreases by 46bps. What is the new yield? a) Original ask yield is: b) New ask yield is

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