medium · Private Credit portfolio-management-monitoring-workouts

A unitranche loan was issued at 98 (2% OID) with an 11% coupon. At the end of Year 1, the loan is trading in the secondary market at 99.5.

What is the unrealized gain for the year?

  1. 11.0 points
  2. 0.5 points
  3. 1.5 points
  4. 3.5 points

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