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You are working in the US. A client has asked you for a quote for a price on a 6% (per annum) coupon bond with

You are working in the US. A client has asked you for a quote for a price on a 6% (per annum) coupon bond with 9 months to maturity. The bond pays semi-annual coupons. You have available the following interest rates. Maturity Rate (per annum) 3 months 6.60% 6 months 6.80% 9 months 7.00% (a) What is the bonds dirty price? (b) What is the bonds clean price? Use a 30/360 day count (i.e. assume that each month has 30 days and there are 360 days in a year). (c) What is the bonds clean price in American notation (i.e. in dollars and 32ths of dollars per $100 of face value)? (d) What is the difference between a Eurodollar bond

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