16 - Question and Problem Answers Chapter 16 - Accrued...

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$1,337,252.04 $61,875.00 1 Yld 2 155 184 $61,875.00 1 Yld 2 1 155 184 ... $1,061,875.00 1 Yld 2 13 155 184 $1,337,125.00 $61,875.00 1 Yld 2 152 180 $61,875.00 1 Yld 2 1 152 180 ... $1,061,875.00 1 Yld 2 13 152 180 Question and Problem Answers page 1 Chapter 16 - Accrued Interest ± 16 - 1: US Treasury Bond US Corporate Bond Trade Date: Thursday June 12, 2008 Tuesday, June 10, 2008 Base Price $1,327,500.00 $1,327,500.00 Accrued Interest 29 days 28 days $9,752.04 $9,625.00 Invoice Price $1,337,252.04 $1,337,125.00 Next Coupon November 15, 2008 November 15, 2008 $61,875.00 $61,875.00 Earning $52,122.96 $52,250.00 over 155 days 152 days Yield to Maturity 6.4347% 6.4353% If a US Treasury If a US Corporate
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2F INANCIAL MARKETS . .. AND THE INSTRUMENTS THAT TRADE IN THEM $1,063,596.99 $45,000.00 1 Yld 2 2 183 $45,000.00 1 Yld 2 1 2 183 $1,045,000.00 1 Yld 2 2 2 183 $1,063,793.61 $45,000.00 1 Yld 2 1 180 $45,000.00
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16 - Question and Problem Answers Chapter 16 - Accrued...

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