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  3. b. clean prices, coupon rates (assumed paid annual

b. Clean Prices, coupon rates (assumed paid annually) and maturities of three comparable Treasury bonds,...

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Finance

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b. Clean Prices, coupon rates (assumed paid annually) and maturities of three comparable Treasury bonds, as of May 15, 2021, are listed below: Bond 6% ; 05/15/2022 6%: 05/15/2023 10% : 05/15/2024 Price ($) 102 100 105 ili. Based on the spot rates you have calculated, is there an arbitrage opportunity if a 12% coupon (paid annually) bond maturing in 3 years is priced at $115? Explain

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