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Suppose that the Treasury spot rate curve is as follows: Suppose that the market price of a 4-year 2% coupon non-Treasury issue is $96.5469. Also

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Suppose that the Treasury spot rate curve is as follows: Suppose that the market price of a 4-year 2% coupon non-Treasury issue is $96.5469. Also assume that the 4-year Treasury yield rate is 2.76%. Calculate the static spread for this bond (in basis points)

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