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Assume $ 1 0 0 million equally weight bond portfolio of four BBB rated bonds with 5 % annual coupons, 5 - year maturities and

Assume $100 million equally weight bond portfolio of four BBB rated bonds with 5% annual coupons, 5-year maturities and prices of 92,92.5,92,91, and 91.5. Assume IRS are offered at 5.5% fixed when 1-year SOFR is 4%. Assume 5-year treasuries are 5.5%.
1. What is the MV of each bond?
2. What is the FV of each bond?
3. What is the YTM of each bond?
4. What is the annual cash flow of each bond?
5. What is the expected YTM on the portfolio?
6. What is the annual cash flow on the portfolio?

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