Question
http://www.wsj.com/mdc/public/page/2_3020-tstrips.html?mod=topnav_2_3020 http://www.wsj.com/mdc/public/page/2_3020-treasury- 20170501.html?mod=mdc_pastcalendar 1. Consider three Treasuries maturing 5/15/17: an 8.75% coupon bond, a 4.5% coupon note and a zero-coupon STRIP (for the purposes of
http://www.wsj.com/mdc/public/page/2_3020-tstrips.html?mod=topnav_2_3020
http://www.wsj.com/mdc/public/page/2_3020-treasury- 20170501.html?mod=mdc_pastcalendar
1. Consider three Treasuries maturing 5/15/17: an 8.75% coupon bond, a 4.5% coupon note and a zero-coupon STRIP (for the purposes of this homework, use the one of 5/15/18).
What are their bid and ask prices, not including accrued interest, on Thursday, January 17th?
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The Analysis And Use Of Financial Statements
Authors: Gerald I. White, Ashwinpaul C. Sondhi, Haim D. Fried
2nd Edition
0471111864, 978-0471111863
