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Following are U.S. Treasury benchmarks available on December 31, 2007: (15 points) Issue Yield (%) US/T 3.125 11/30/2009 3.218 US/T 3.375 11/30/2012 3.616 US/T 4.25

Following are U.S. Treasury benchmarks available on December 31, 2007: (15 points)

Issue

Yield (%)

US/T 3.125 11/30/2009

3.218

US/T 3.375 11/30/2012

3.616

US/T 4.25 11/15/2017

4.201

US/T 4.75 02/15/20377

4.619

On the same day, the following trades were executed:

Issuer

Issue

Yield (%)

General Elect. Capital Corp.

GE 4.125 09/01/2009

4.008

EI Du Pont De Nemours & Co.

DD 5 01/15/2013

4.843

The Coca-Cola Company

KO 5.35 11/15/2017

5.020

Based on the above, complete the following table:

Issue

Yield (%)

Treasury Benchmark

Benchmark

Spread (bps)

Relative Yield

Spread

Yield Ratio

GE 4.125 09/01/2009

4.008

DD 5 01/15/2013

4.843

KO 5.35 11/15/2017

5.020

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