You are looking to purchase a 3.6% coupon bond (with semiannual coupons), par value of only $800, with a maturity of exactly 3 years. The next coupon payment will occur in 6 months. You have the...

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Extracted text: You are looking to purchase a 3.6% coupon bond (with semiannual coupons), par value of only $800, with a maturity of exactly 3 years. The next coupon payment will occur in 6 months. You have the following information on the yield curve (APR8 compounded annually): 1. Maturity (in years) T-strip APR 2.0% 0.5 97:24 1.0 1.5 96:12 2.0 2.7% 2.5 2.85% 3.0 2.95% What is the price of this bond? а. b. What is your estimate of the YTM of this bond (to within 0.1%)? Explain your reasoning? You purchase the bond at the price you calculated in part (a). Immediately after the purchase, the Federal Reserve issues a statement that spooks the bond market, and prices fall. You see that the YTM of the bond has jumped to 6.5% APR (compounded annually). You decide that you should now sell this bond. What return would you have earned on this bond during the brief period in which you owned it? с.