Question
Consider a 2-year Treasury bond with a face value of $100 and that pays coupons at a rate of 6% semiannually. What is the bonds
Consider a 2-year Treasury bond with a face value of $100 and that pays coupons at a rate of 6% semiannually. What is the bonds par yield given the following Treasury zero rates? Maturity (years) Zero rates 0.5 3.0% 1.0 3.3% 1.5 3.6% 2.0 3.9%
| a) 3.89% | ||
| b)3.99% |
| |
| c)4.19% |
| |
| d)4.39% |
|
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Authors: Braun Schweiger
1st Edition
1493700391, 978-1493700394
