Assume that you are a bond dealer. You buy a 3.5 year bond, with a coupon of 10.66% and a YTM of 11.94%. The following spot curve is in effect. Theoretical Time in Time in Annual Spot Years Periods Rate 0.5 1 8.00% 1 2 8.30% 1.5 3 8.93% 4 9.25% 2.5 5 9.47% 3 6 9.79% 3.5 7 10.13% 3 4 2 3 You want to sell the bond's 3 year cash flow to a third party. What will you charge for it? (Round to two digits, e.g. 12.4562 would be 12.46, and do not include a dollar sign). Assume that you are a bond dealer. You buy a 3.5 year bond, with a coupon of 10.66% and a YTM of 11.94%. The following spot curve is in effect. Theoretical Time in Time in Annual Spot Years Periods Rate 0.5 1 8.00% 1 2 8.30% 1.5 3 8.93% 4 9.25% 2.5 5 9.47% 3 6 9.79% 3.5 7 10.13% 3 4 2 3 You want to sell the bond's 3 year cash flow to a third party. What will you charge for it? (Round to two digits, e.g. 12.4562 would be 12.46, and do not include a dollar sign)