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At time 0, the U.S. Treasury auctions off a ten-year bond with a par value of $1000, and semi annual payment of $25 per share

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At time 0, the U.S. Treasury auctions off a ten-year bond with a par value of $1000, and semi annual payment of $25 per share every six months. The auction price was at (= $950 dollars per share. 1. Draw a timeline of the treasury bond's cash payouts. Denote the maturity of this treasury bond at time 0, as YTM reasury. Solve for the yield to maturity. 2. In period 0, a large corporation auctioned off a ten-year bond with par value of $1000. The bond has an annual coupon rate of 6%; it pays out a coupon payment of $30 per share every six months. It is known that the implied yield to maturity of this corporate bond is 250 basis points above YTM reasury, at what price per share (denote it as po) can the company expect to sell the bonds to the public? 3. In period 1, after coupon payments were made, bad news on the US economy breaks out and the stock market took a hit. Bond investors "fly to safety" by selling the corporate bonds and buying treasury bonds. The corporate bonds were traded at P =$800 per share, while the treasury bond were traded at Q1 = $990 dollars per share. () What's the implied interest rate on the treasury bond in period 1? (b) What's the period 1 YTM on corporate bond? 4. In period 0, an investor short sold 3 shares of the ten-year US treasury bond and use the proceeds to buy 10 shares of Apple at price of $285 per share. In period 1, Apple paid out a dividend of 5 per share, however its stock price dropped to $240 per share. The investor sold his Apple stocks in period 1. using the proceeds from which along with his own funds to unwind his short position in treasury bonds. How much money did he lose (cash return) between period 0 and period 1? (Hint: Do not forget dividends!)

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