Question
In: Finance
Calculate the Dollar Price quotes of the Treasury Securities in the adjacent table Maturity Coupon Price...
Calculate the Dollar Price quotes of the Treasury Securities in the adjacent table
|
Maturity |
Coupon |
Price |
Dollar Price |
|
3 Month |
0 |
0.045 |
|
|
6 Month |
0 |
0.08 |
|
|
12 Month |
0 |
0.095 |
|
|
2 Year |
0.25 |
99:29½ |
|
|
5 Year |
1.25 |
99:21½ |
|
|
10 Year |
2.5 |
98:27 |
|
|
30 Year |
3.625 |
97:11½ |
Solutions
jeff jeffy answered 2 hours agoRelated Solutions
Assuming a $100,000 par value, calculate the dollar price for the following Treasury coupon securities given...
Assuming a $100,000 par value, calculate the dollar price for
the following Treasury coupon securities given the quoted
price.
(a) The quoted price for a $100,000 par value Treasury coupon
security is 87.14. What is the dollar price?
(b) The quoted price for a $100,000 par value Treasury coupon
security is 84.14+. What is the dollar price?
(c) The quoted price for a $100,000 par value Treasury coupon
security is 103.059. What is the dollar price?
Given the following table of spot and coupon rates for Treasury Securities. Calculate the theoretical spot...
Given the following table of spot and coupon rates for Treasury
Securities. Calculate the theoretical spot rate for the 2 years
Treasury
Period
Years
Yearly Spot Rate
Yearly Coupon Rate
1
0.5
4.50%
4.50%
2
1
4.75%
4.75%
3
1.5
5%
4
2
5.25%
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2019 and the bond has a par value of $1,000.
Rate
Maturity
Mo/Yr
Bid
Asked
Chg
Ask
Yld
??
May 26
103.5423
103.5301
+.3261
5.939
6.102
May 31
104.4913
104.6370
+.4257
??
6.148
May 41
??
??
+.5366
3.971
a.
In...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2016. The bonds have a par value of $1,000.
Rate
Maturity
Mo/Yr
Bid
Asked
Chg
Ask
Yld
??
May
26
103.5488
103.6370
+.3041
2.369
5.324
May 31
104.4978
104.6435
+.4317
??
6.173
May 41
??
??
+.5431
4.071
In the above table, find the Treasury bond that matures in May
2026. What is the coupon rate for this bond?...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the
following Treasury bond quotes. To calculate the number of years
until maturity, assume that it is currently May 2019 and the bond
has a par value of $1,000.
Rate
Maturity
Mo/Yr
Bid
Asked
Chg
Ask
Yld
??
May 24
103.5540
103.5418
+.3093
6.119
5.524
May 29
104.5030
104.6487
+.4365
??
6.193
May 39
??
??
+.5483
4.151
a.
In...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2019 and the bond has a par value of $1,000.
Rate
Maturity
Mo/Yr
Bid
Asked
Chg
Ask
Yld
??
May 24
103.5540
103.5418
+.3093
6.119
5.524
May 29
104.5030
104.6487
+.4365
??
6.193
May 39
??
??
+.5483
4.151
a.
In...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2016. The bonds have a par value of $1,000. Rate Maturity Mo/Yr Bid
Asked Chg Ask Yld ?? May 25 103.5449 103.5327 +.3287 5.979 6.202
May 30 104.4939 104.6396 +.4281 ?? 6.158 May 40 ?? ?? +.5392 4.011
In the above table, find the Treasury bond that matures in May
2040.
What is the asked price of this bond...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2016. The bonds have a par value of $1,000. Rate Maturity Mo/Yr Bid
Asked Chg Ask Yld ?? May 20 103.4729 103.5457 +.3132 6.179 5.674
May 25 104.5069 104.6526 +.4401 ?? 6.208 May 35 ?? ?? +.5522 4.211
In the above table, find the Treasury bond that matures in May
2025. What is your yield to maturity if you...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2016. The bonds have a par value of $1,000. Rate Maturity Mo/Yr Bid
Asked Chg Ask Yld ?? May 19 103.5371 103.6249 +.3209 2.189 5.901
May 24 104.4861 104.6318 +.4209 ?? 6.128 May 34 ?? ?? +.5314 3.891
In the above table, find the Treasury bond that matures in May
2019. What is the coupon rate for this bond?...
You find the following Treasury bond quotes. To calculate the number of years until maturity, assume...
You find the following Treasury bond quotes. To calculate the
number of years until maturity, assume that it is currently May
2016. The bonds have a par value of $1,000. Rate Maturity Mo/Yr Bid
Asked Chg Ask Yld ?? May 27 103.4625 103.5353 +.3028 6.019 6.302
May 32 104.4965 104.6422 +.4305 ?? 6.168 May 42 ?? ?? +.5418 4.051
In the above table, find the Treasury bond that matures in May
2032. What is your yield to maturity if you...
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