3. Consider the below EIKON Refinitiv term sheet information on a UNITED STATES TREASURY Bond GOVT/UST 4.875 10/31/30/ issued on 31-Oct-2023. 2/2 Assume that on November 19, 2023, the required market

yield to maturity for this bond is 4.95% and that the bond clean price was 102-12 (bid)/ 102-12¹. Based on this market information: a) Represent the complete cash flow matrix for this bond. b) Compute the accrued interest for a trade on November 19, 2023, with settlement date on T+1. c) Compute the dirty price of the bond and the invoice price for a one million USD amount. d) Estimate the fair value of this bond and recommend an appropriate trading strategy. e) Estimate the yield to maturity implied by the current market price. f) Consider the market implied yield to maturity for this bond. Estimate the following interest rate risk measures: X Macaulay duration x Modified duration X Dollar duration X Convexity X Dollar convexity X DV01 (BPV) x Average life