hard · Debt Capital Markets

A corporate issuer triggers a 'Make-Whole' call on its 6.00% coupon bonds when the comparable Treasury yield is 3.50% and the contractual make-whole spread is 50 bps.

If the bond has a modified duration of 6.0 and is currently trading at par, what is the approximate price the issuer must pay?

  1. $106.00
  2. $103.00
  3. $112.00
  4. $115.00

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