Consider the following US treasury rate table expressed in percentage. Maturity T R(0,t) Yesterday Last week Last
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Question:
Consider the following US treasury rate table expressed in percentage.
Maturity
T R(0,t) Yesterday Last week Last Month
6 month 0.02 0.02 0.02 0.09
1 year 0.23 0.23 0.22 0.23
2 year 0.73 0.7 0.71 0.71
3 year 1.04 1.03 0.99 1.07
5 year 1.51 1.51 1.47 1.59
10 year 2.18 2.19 2.13 2.2
30 year 2.95 2.95 2.89 2.84
What is the the yield to maturity of a 2 year 5% bond with annual payments? (Hint:Use the General Formula to find the price first, then compute the yield to maturity)
.7321
.4837
.2323
.7182
Related Book For
Understanding Basic Statistics
ISBN: 9781111827021
6th Edition
Authors: Charles Henry Brase, Corrinne Pellillo Brase
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