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Using the table below showing discount factors, compute the yield to maturity on a bond equivalent basis of a bond paying coupons semiannually at the semiannually compounded rate of 3.5%. Assume the bond matures in exactly two years. Hint: Using solver or an associated function is a good step to complete this problem.

In performing profit and loss attribution, which of the following best defines the carry-roll-down?

At the beginning of a reset period, the variable reference rate set in advanced and paid in arrears for a plain vanilla fixed-for-floating swap was set at 1.5%. The notional principal is $1,000,000. Assuming the period had 90 days in a 360 day year, the interest payment on the floating leg is:

Which of the following statements about the US Treasury Bond Market is least accurate?

You buy $100,000 face value of a 10-year Treasury note maturing 8/15/2034. The coupon rate is 4.5% and the yield-to-maturity is 5.00%. What is the value of the final cash flow to be received on 8/15/2034?

You see two bonds with the quotes below. Assuming both bonds have no confounding factors, set up an arbitrage opportunity where a riskless profit is captured today and the portfolio self-liquidates at maturity. Compute the net cash flow (the difference between the long position and the short position) at time 0 upon setting up this trade. Assume $10,000,000 par.

If a bond is the cheapest-to-deliver in a futures contract with certainty at expiration, then the net basis will be:

Consider a Treasury Bill that matures in 6 months – exactly one-half of a year. The price of this bill is 97.8. What is the semi-annually compounded yield on this security?

You see the following discount factors in the table below. What is the price per 100 par of a bond paying semiannual coupons at a semiannually compounded rate of 3.875% maturing in three years?

Assume today is February 13, 2025. The 4.25% November 15, 2034 note with yield to maturity 4.680% sells for a price of 96.631 per 100 par. What is the accrued interest of this note as of today per 100 par?