Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Old MathJax webview correction : the issuance date of this bond is December 15,2018 while the maturity date is December 15,2017. Little correction : the
Old MathJax webview
correction : the issuance date of this bond is December 15,2018 while the maturity date is December 15,2017.
Little correction : the issuance date of this bond is December 15,2018
Pertimbangkan satu bon Perbendaharaan US dengan nilai muka $1000 dan kadar kupon 52%. Tarikh terbitan bagi kupon ini adalah pada 15 Disember 2018, manakala tarikh matang adalah pada 15 Disember 2027. Sekiranya harga sebutan bagi bon ini adalah $1,017.50 pada tarikh dagangan, selesaikan soalan-soalan berikut: Consider a US Treasury bond with the face value of $1000 and the coupon rate as 5 5%. The issuance date of this coupon is December 15, 2018, while the maturity date is December 15, 2027. If the quoted price of the bond is $1,017.50 as for trade date, solve the following questions. (a) Kira jumlah faedah terakru jika tarikh penyelesaian untuk perjanjian ini adalah pada 11 Januari 2019. [3 markah] Compute the amount of accrued interest if the settlement date for a deal is January 11, 2019. [3 marks] (b) Berdasar jawapan dalam (a), kira harga kotor untuk bon ini. [2 markah] Based on your answer in (a), compute the dirty price for this bond. [2 marks] Consider a US Treasury bond with the face value of $1000 and the coupon rate as 5 5%. The issuance date of this is December 15, 2018, while the maturity date is December 15, 2027. If the quoted price of the bond is $1,017.50 as for trade date, solve the following questions. (a) [3 markah] Compute the amount of accrued interest if the settlement date for a deal is January 11, 2019. [3 marks] (b) [2 markah] Based on your answer in (a), compute the dirty price for this bond. [2 marks]Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started