INV3 P1a Bond # 1 2 3 4 1 - year strip bond 2- year strip bond 2-year 6% coupon bond 2-year 7% coupon bond Purchase Price for the bond) 950 ? ? ? Year 1 cash flow 1000 0 60 70 Year 2 cash flow 0 1000...


INV3 P1a

















































Bond #



1



2



3



4





1 - year strip bond



2- year strip bond



2-year 6% coupon bond



2-year 7% coupon bond



Purchase Price for the bond)



950



?



?



?



Year 1 cash flow



1000



0



60



70



Year 2 cash flow



0



1000



1060



1070



Yield to Maturity



?



?



5.50%



?




Fill in the missing pieces from the following table using the Law of One Price. Assume all these bonds have the same risk, the yield curve is flat, and any coupon payments are paid annually.



Jun 03, 2022
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