Question
Question 2: You find the following Treasury bond quotes. To calculate the number of years until maturity, assume that it is currently May 2022. All
Question 2: You find the following Treasury bond quotes. To calculate the number of years until maturity, assume that it is currently May 2022. All of the bonds have a par value of $1,000 and pay semiannual coupons.
Rate | Maturity Month/Year | Bid | Asked | Change | Ask Yield |
---|---|---|---|---|---|
?? | May 29 | 103.5371 | 103.5249 | +.3209 | 5.859 |
5.901 | May 34 | 104.4861 | 104.6318 | +.4209 | ?? |
6.128 | May 44 | ?? | ?? | +.5314 | 3.891 |
In the above table, find the Treasury bond that matures in May 2044. What is the asked price of this bond in dollars?
Note: Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.
If the bid-ask spread for this bond is .0631, what is the bid price in dollars?
Note: Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.
question 3 You find the following Treasury bond quotes. To calculate the number of years until maturity, assume that it is currently May 2022. All of the bonds have a par value of $1,000 and pay semiannual coupons.
Rate | Maturity Month/Year | Bid | Asked | Change | Ask Yield |
---|---|---|---|---|---|
?? | May 37 | 103.5605 | 103.6487 | +.3158 | 2.549 |
5.774 | May 42 | 104.5095 | 104.6552 | +.4425 | ?? |
6.218 | May 52 | ?? | ?? | +.5548 | 4.251 |
In the above table, find the Treasury bond that matures in May 2037. What is the coupon rate for this bond?
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