The U.S. Treasury spot rates are provided in the f
The U.S. Treasury spot rates are provided in the following table:
Given a consistent corporate spread of 0.50%, what will be the most likely price of a 4% coupon corporate bond with 2 years to maturity?
A. $100.61
B. $102.96
C. $98.92
参考解答
413***102
2024-11-17 16:37:03
Ans:A
The current price should be calculated using cash flows discounted at appropriate spot rate plus corporate spread:
Current Price
=$100.61
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