# Consider a bond that has a current value of 107.62, a coupon of 8% (paid semi-annually), and 2 years to

###### Question:

Consider a bond that has a current value of 107.62, a coupon of 8% (paid semi-annually), and 2 years to maturity. If the spot rate curve is the following:

 Maturity Spot rate 0.5 0.6% 1.0 1.4% 1.5 2.7% 2.0 4%

the arbitrage-free value of the bond is _____________.

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