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Disreguard what I wrote. Please Answer! Thanks! Four Treasury securities data from today's Wall Street Journal are provided below: Please note that actual coupons are

Disreguard what I wrote. Please Answer! Thanks!image text in transcribedimage text in transcribed

Four Treasury securities data from today's Wall Street Journal are provided below: Please note that actual coupons are paid semi-annually, i.e., one half of the annual coupon. Based on the information given above, please answer the following five questions: What are the zero prices for the 6-month the 1-year, the 18-month, and the 2-year Treasury securities above, respectively? What is the 6-month forward rate beginning 1 year from today? What is the 1-year forward rate beginning 6 months from today? Given the zero prices obtained in (1) above, what should be the price of a 2-year T-note with 7.5% annual coupon (also paid semi-annually) with $1,000 par value per share? Suppose the 2-year T-note with 7.5% annual coupon in (4) above is currently traded at $1,010 per share for 10,000 shares in the market. How can you construct a risk-free arbitrage deal using all five Treasury securities above to lock in a positive profit today and zero obligations in the future? How much is the dollar profit in the deal? Four Treasury securities data from today's Wall Street Journal are provided below: Please note that actual coupons are paid semi-annually, i.e., one half of the annual coupon. Based on the information given above, please answer the following five questions: What are the zero prices for the 6-month the 1-year, the 18-month, and the 2-year Treasury securities above, respectively? What is the 6-month forward rate beginning 1 year from today? What is the 1-year forward rate beginning 6 months from today? Given the zero prices obtained in (1) above, what should be the price of a 2-year T-note with 7.5% annual coupon (also paid semi-annually) with $1,000 par value per share? Suppose the 2-year T-note with 7.5% annual coupon in (4) above is currently traded at $1,010 per share for 10,000 shares in the market. How can you construct a risk-free arbitrage deal using all five Treasury securities above to lock in a positive profit today and zero obligations in the future? How much is the dollar profit in the deal

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