What is the price of a 075-year floating rate bond that


What is the price of a 0.75-year floating rate bond that pays a semiannual coupon equal to floating rate plus 2% spread?  We know the following:

a. There is a zero coupon bond Pz(0, 0.25) = 99.70

b. There is a zero coupon bond Pz(0, 0.50) = 99.20.

c. There is a coupon bond paying 3% quarterly P(0, 0.75) = 101.7380.

 

 

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