Q1 CDS od a) Extract the Turkey default hazard rate from Turkey us Risk Free Rote. Curves provided below. maturity and do the analysis for that specific maturity. recovery 40% Choose Use rate as COS Maturity Spread 34 GY SY 74 2.1540% 2. 5629% 2.8325 % 3.0768% 3. 3194 % 3.5213% 3. 62.85 % 3.8665% 3. 9862% US Risk Free Rote Maturity Rate 14 0.0913% 24 0.12.9% 34 0.1673% 64 0.2662% 54 0.3630 % 74 0.64.58% LOY 0.9256% 1.4576% 304 1 66 26% 204 104 204 304 that selected in part A. Use to the one you are b) From toble below, choose the Turkey Euroband which has the closest rate as 40%. recovery maturity different? they Compare your pricing result to the reported price? Why Price . Maturity Coupon (%) Bond Isw + 102.439 104.5285 99. 425S 104.7315 106. 8935 T111111 5.125 6.25 3.25 5.75 10. 9885 98.34.15 (Oo. 265 US9001238451 US 9001230227 US 900 12.3 CA66 US 900 123 CFS3 US 500 12 3 CUOG us 900 12 3 Awos 3900 123 CJ 75 US 900 123 CKG 9 US 900 123 CL 22 US 9oo123 CP 36 US 900 723 ALGO us 900 123 CT 57 VS 900 123 DA S7 US 900 123 AT75 us goo 12 3 A460 us 900 123 BB58 6.35 7.375 4.25 6.875 6 5.125 11.875 7.625 5.95 25.03.2022 26.09.2022 23.03.2023 22.03.2024 10. 08. 2024 OS.22.2025 14.04. 2026 9. 10. 2026 25.03. 2027 17.02. 2028 15.01, 2030 26.04 2025 15.01.2031 14.02. 2034 17.03.2036 105.6065 (00.GIDO 144.7745 114.5920 103.6753 1(8. 2040 107.6735 1 1 1 1 1 1 99 999 8 6.875 1 1 1 1 1 7,25 OS. O 2938 111. 1825 continued Maturity Coupon (%) Price Bond IsN 105.7110 6.75 30.05.2040 14.01.2041 us900123 BG46 6. 97.6525 US900123 BJ 84 6.625 103.1515 17.02.2045 16.04.2013 US90012306 37 4.875 86.6135 us 900123 CB GO 11. 05. 2047 5.75 93.6725 US 900123 cmos