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Question 23 (1 point) Today ist -0. The table below indicates the prices (Price) that you could lock in today to pay 2 in order

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Question 23 (1 point) Today ist -0. The table below indicates the prices (Price) that you could lock in today to pay 2 in order to receive $100 at the indicated Maturity Year for 30 different contracts. For example, the first row indicates that you can lock into a contract where you agree to pay att), and you get back 100 at 13. The second row indicates that you can lock in atto a contract where you agree to pay att2 and you get back 100Mt 4, and so on. Price Maturity Year 11 12 3 14 15 99 3 4 16 17 97 5 18 71 31 19 20 21 70 32 22 22 Product Xpays out the following 30 cash flows: 1200/99 - 312004200771) att-11 and 200/70-32 You are also told that the prepara coupon bond with value of 2001 200 What is the fa peke of Product Xatto? 25 50 9 8 R T Y K. F N Question 23 (1 point) Today is t-0. The table below indicates the prices (Price2) that you could lock in today to pay att-2 in order to receive $100 at the indicated Maturity Year for 30 different contracts. For example, the first row indicates that you can lock in at t=0 a contract where you agree to pay 99 at t2, and you get back 100 at 1 - 3. The second row indicates that you can lock in atto a contract where you agree to pay 98 at 2 and you get back 100 att-4, and so on. Price2 Maturity Year 99 3 98 4 97 5 71 31 70 32 Product X pays out the following 30 cash flows: (200/99) at t - 3,200/98) att-4... (200/71) att =31, and 200/70 att = 32. You are also told that at the fair price of a 2-year zero coupon bond with face value of 240 is 200 What is the fair price of Product Xatt-02 40 50 . 8 H 31 > > 70 32 15 Product Xpays out the following 30 cash flows: 200/99 att 3,200/98) att -4,200/71) att-31, and 200/70 at t - 32 You are also told that at to the fair price of a 2-year sera coupon bond with face value of 240 is 200 What is the fair price of Product Xatt-02 17 18 40 20 21 50 2 23 24 60 25 0 70 80 The fair price is not within 51 of any of the above options. . E 8 K B N

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