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标题: Fixed Income question [打印本页]

作者: BC_MBA_student 时间: 2011-7-11 19:27 标题: Fixed Income question

Guys, can you help me with this question

Given:
6 - month T - bill with 4.25% YTM
1 year corporate bond with 4.55% YTM and 4.75% semi - annual coupon

What would be the 1 - year spot rate, using the par yield curve and the given information

a) 4.75%
b) 4.756%
c) 4.5%
d) 4.513%

Source Allen CFA QBank

作者: comp_sci_kid 时间: 2011-7-11 19:27

because the assumption is the 1 year corp bond matures at par.....

Which is normal, unless any non par call/put in place to confuse things further!

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