A five-year corporate bond with an annual 6% coupon has a 2% spread over a...
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Finance
A five-year corporate bond with an annual 6% coupon has a 2% spread over a similar maturity Treasury. You purchase it and sell after one year, at which time its spread has widened by a half percent. Assume the relevant Treasury bond's yield is 4% on the investment date and the horizon date. What is your ROR?
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