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bond coupon(%) time to maturity price uk government benchmark bond 2.00 3 yrs 100.25 uk corporate bond 5.00 3 years 100.65 Both bonds pay interest
| bond | coupon(%) | time to maturity | price |
| uk government benchmark bond | 2.00 | 3 yrs | 100.25 |
| uk corporate bond | 5.00 | 3 years | 100.65 |
Both bonds pay interest annually. The current 3-year EUR interest rate swap benchmark is 2.12%. What is the G-spread in basis point on the UK corporate bond?
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Fundamentals Of Futures And Options Markets
Authors: John C. Hull
8th Global Edition
1292155035, 9781292155036
