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For all of the problems, use the following yield curve. All rates are effective annual rates. All bonds in the questions have annual coupons, annual

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For all of the problems, use the following yield curve. All rates are effective annual rates. All bonds in the questions have annual coupons, annual yield rates, and annual coupon rates. Do not divide by 2. t 1 2 3 4 solt) .022 .024 .029 .033 1. (3 pts) Is the above yield curve normal? Please include why it does or does not satisfy the definition. 2. (12 pts) Find the price of a 4 year bond with 5% annual coupons and a face amount of $1,000 and a redemption amount of $1,200. 3. (14 pts) If a 5 year bond with 3% annual coupons and a face amount equal to its redemption amount is priced to yield 3.8%, what is so(5)? Round your answer to four decimal points. 4. (8 pts) What is the three year forward one year rate? 5. (10 pts) A broker is offering a two year forward one year rate of 5%. Compute the theoretically correct rate and then construct a transaction in which an arbitrage gain can be obtained. Show explicity that your transaction costs $0 and yields a profit. For all of the problems, use the following yield curve. All rates are effective annual rates. All bonds in the questions have annual coupons, annual yield rates, and annual coupon rates. Do not divide by 2. t 1 2 3 4 solt) .022 .024 .029 .033 1. (3 pts) Is the above yield curve normal? Please include why it does or does not satisfy the definition. 2. (12 pts) Find the price of a 4 year bond with 5% annual coupons and a face amount of $1,000 and a redemption amount of $1,200. 3. (14 pts) If a 5 year bond with 3% annual coupons and a face amount equal to its redemption amount is priced to yield 3.8%, what is so(5)? Round your answer to four decimal points. 4. (8 pts) What is the three year forward one year rate? 5. (10 pts) A broker is offering a two year forward one year rate of 5%. Compute the theoretically correct rate and then construct a transaction in which an arbitrage gain can be obtained. Show explicity that your transaction costs $0 and yields a profit

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