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1) The 5year Treasury note yields 3%, the lyear yields 335% A 5year note from ABC company with a 4% semiannual coupon trades at "1213 over." A} Assume the 5yearTnote in question I is semiannual and at par. What is the hedge ratio of that note for the 5yr ABC note? El} 'rou sell short that number of Tnotes to hedge one 5yr ABE you own. Then the Treasury yield rises by 1%. What is your net gain or loss? G} What if, instead, the ABC spread widens by 1%? What does this tell you about what a \"Treasury hedge" can do and want it cannot do? D} Assume the probability of default for ABC is 10%. What does that imply about the 5yr ABC note's reoovery value {faoe value 10D] in question 1? E} Consider a 1year Treasury note {a full year, so no daycounts necessary, and annual compounding}. The market discounts its single cash flow of IDEI at 4%. What is the RUE if held for the full year? F) Now consider a 1year corporate note [same assumptions}. The market believes there is a 1:396 probability of the company defaulting before maturity and, if it does so, a recovery rate of 65%. Investors discount the note's expected cash flowr at 5%. What is its price? {Hint: use the probabilities of default and no default to calculate the weighted average cash flowr and discount that] What is the HDR if held for the full year and the company does not default? What is the HDR if held for the full year and the company defaults [use the reoovery value]? Why will the EUR never equal the original yield {discount rate], unlike the Treasury?\