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Today is 1 July, 2019. Chrissi has a portfollo which consists of two different types of financial instruments (henceforth referred to as instrument A and

image text in transcribed Today is 1 July, 2019. Chrissi has a portfollo which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Chrissi purchased all instruments on 1 July 2015 to create this portfolio, which is composed of 36 units of instrument A and 24 units of instrument B. - Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. - Instrument B is a Treasury bond with a coupon rate of j2=4.92% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022. Calculate the current price of instrument A per $100 face value. Round your answer to four decimal places. Assume the yleid rate is /2=4.98% p.a. a. $62.6688 b. $50.2248 c. $39.7169 d. $51.4754 Today is 1 July, 2019. Yasmine has a portfollo which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Yasmine purchased all instruments on 1 July 2012 to create this portfolio, which is composed of 35 units of instrument A and 36 units of instrument B. - Instrument A is a zero-coupon bond with a face value of $100. This bond matures at par. Its maturity date is 1 January 2029. - Instrument B is a Treasury bond with a coupon rate of j2=4.31% p.a. and a face value of $100. This bond matures at par. Its maturity date is 1 January 2022 . Calculate the current price of instrument B per $100 face value. Round your answer to four decimal places. Assume the yleld rate is /2=2.53% p.a. and Hlne has just recelved her coupon payment. a. $116.3235 b. $106.4410 c. $105.1113 d. $104.2860

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