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can someone help me with questions 1,4.5 Section One: Easy (10 points each) What is the price of UST 2X 5yr UST? See Market Data:
can someone help me with questions 1,4.5
Section One: Easy (10 points each) What is the price of UST 2X 5yr UST? See Market Data: 5yr UST yield is 2.77%... What is the price of UST 3% 10yr UST? 2 See Market Data: 10yr UST yield is 2.97%... What is the price of Apple (AA Rated) AAPL 3% 10yr? See Market Data: we know it is priced to 10yr UST yield (2.97%) plus credit spread (30 bps) for a total YTM of 3.27%.. What is the price of JP Morgan (AA Rated) JPM 2X 3yr? See Market Data: we know it is priced to 3yr UST yield (2.55%) plus credit spread (15 bps) for a total YTM of 2.70%... What is the price of a zero-coupon UST, maturing 10 years from today? See Market Data: it is priced to the 10yr UST Vield of 2.97%... 3 5 Step by Step Solution
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