Question 1 1.55 pts Assume that you are a bond dealer. You buy a 3.5 year bond, with a coupon of 10.32% and a YTM of 9.78%. The par value is $100. The following spot curve is in effect. Theoretical Time in Time in Annual Spot Years Periods Rate 0.5 1 8.00% 8.30% 1 N 2 1.5 3 8.93% 2 N 4 9.25% 2.5 5 9.47% 9.79% 3 3 6 3.5 7 10.13% You want to sell the bond's third year cash flow to a third party. You are only selling one cash flow!! This is the cash flow that occurs at the end of three years. What will you charge for it? (Round to two digits, e.g. 12.4562 would be 12.46, and do not include a dollar sign)