(a) It is April 19th. The quoted price of a Treasury bond with an Actual/365 day count and 2% coupon (paid semi- annually) is 105-18. It has a face value of 100 and pays coupons on March 1 and...

D3)


Extracted text: (a) It is April 19th. The quoted price of a Treasury bond with an Actual/365 day count and 2% coupon (paid semi- annually) is 105-18. It has a face value of 100 and pays coupons on March 1 and September 1. What, to two decimal place accuracy, is the cash price? (Actual Calendar 30 day months: September, April, June, November; Remaining 31 days, except February 28 or 29 days in a leap year)