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please solve with excel thank you. 147 14B QUESTION 8 - TREASURIES PRICE AND ACCRUED INTEREST 149 150 A Treasury bond is quoted with a
please solve with excel thank you. 147 14B QUESTION 8 - TREASURIES PRICE AND ACCRUED INTEREST 149 150 A Treasury bond is quoted with a price of 99-28. It has a coupon of 2.25% and a final maturity of 4/15/45 (and coupon payment dates of 4/15 and 10/15). 151 The bond trades at that price on 12/6/2021 on a regular way basis. The face amount of the transaction is $55.75 million 153 (a) What is the settlement date? 154 152 155 (b) What is the dollar price for $55.75 million (excluding accrued interest) based on a price of 99-28? 156 157 + 158 (c) What is the accrued interest? 159 160 (d) What is the yield to maturity? 161 TAD
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