medium · Private Credit & Debt portfolio-management-monitoring-workouts

A 5-year loan with a face value of $100.00 is currently marked at $96.00 (Level 3 valuation) and pays an annual coupon of 10%.

Using the 'yield to three-year takeout' methodology, what is the approximate total annual return for an investor who buys the loan at this price?

  1. 10.00%
  2. 11.67%
  3. 14.00%
  4. 10.42%

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