W00Q2.1
1.Use this STRIP table to price a 7% coupon bond
with semi-annual coupons and one and a half years to maturity.
The next coupon is due in August 2000 and it is now Feb 2000. (2
pts)
| STRIP | Ask |
| May 2000 | 98:12 |
| Aug 2000 | 96:30 |
| Feb 2001 | 93:24 |
| May 2001 | 92:04 |
| Aug 2001 | 90:16 |
| Feb 2002 | 87:20 |