What is the price of a 1000 par 35 coupon bond maturing in


Assume the current yield curve shows that the spot rates for six? months, one? year, and one and a half years are 1%, 1.1%,and 1.3 % respectively, all quoted as semi annually compounded APRs. What is the price of a $1000 par, 3.5% coupon bond maturing in one and a half years? (the next coupon is exactly six months from? now)? Round to nearest cent.

Solution Preview :

Prepared by a verified Expert
Basic Computer Science: What is the price of a 1000 par 35 coupon bond maturing in
Reference No:- TGS02492575

Now Priced at $10 (50% Discount)

Recommended (93%)

Rated (4.5/5)