The Yield to Maturities shown in Fabozzi Exhibit 5.6 are as follows - 6.8% @ 2 Years, 7.0% @ 3 Years, 7.4% @5 Years, 7.8% @ 10 Years, 8.0 % @ 30 years

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Coupon Stripping Due 11:30 PM Using exhibit 5.6 of Fabozzi, consider you buy the 10 year bond that is selling at par with coupon and yield of 7.8 percent, where coupon is paid twice a year. How much is the arbitrage profit if you sell all coupons and principal as portfolio of zeros using the yields in the exhibit from half year all the way to 10 years. Upload your analysis in word document to dropbox on or before the due date. Coupon Stripping Due December 10 at 11:30 PM Starts Dec 2, 2017 9:09 AM Ends Dec 10, 2017 11:30 PM Coupon Stripping Due 11:30 PM Using exhibit 5.6 of Fabozzi, consider you buy the 10 year bond that is selling at par with coupon and yield of 7.8 percent, where coupon is paid twice a year. How much is the arbitrage profit if you sell all coupons and principal as portfolio of zeros using the yields in the exhibit from half year all the way to 10 years. Upload your analysis in word document to dropbox on or before the due date. Coupon Stripping Due December 10 at 11:30 PM Starts Dec 2, 2017 9:09 AM Ends Dec 10, 2017 11:30 PM