the following table gives the prices of two out of three US treasury notes for settlement on August 30 2008.All three notes will mature exactly one year later on August 30,2009.Assume annual coupon payents and that all three bonds have the same
coupon payment date.
COUPON PRICE
2 7/8 98.40
4 1/2 ?
6 1/4 101.30
Approximately what would be the price of the 4 1/2 US Treasury note?
a. 99.20 b.99.40 c.99.80 d. 100.20
答案是c,请给出具体计算过程。谢谢:)