W998AMQ2.1

1. Use the following STRIP table to figure the price of a 1 year 8% coupon bond with semi-annual payments. The next coupon is due in August 1999. (3 pts)

Maturity of STRIP Bid Price Ask Price
August 1999 95:00 95:02
February 2000 90:06 90:08
August 2000 85:13 85:16
February 2001 80:20 80:24

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