medium · Debt Capital Markets

An analyst is calculating the all-in yield to maturity (YTM) of a term loan.

If the loan is priced at par with a 1.00% floor and a margin of 400 bps, and the forward curve shows SOFR staying at 0.75% for the life of the loan, what is the YTM?

  1. 4.00%
  2. 4.75%
  3. 5.75%
  4. 5.00%

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