Relative bond prices
Quantitative Finance
Level
3
The following is a list of prices for bonds that are issued by the same company, with the same due date
| Coupon rate (in %) | Price (in $) |
| 3 | 950 |
| 4 | 1010 |
| 5 | 1050 |
What trades would you like to make?
There is no profitable trade to be made
Buy the 3% and the 4%, sell the 5%
Buy the 4%, sell the 3% and the 5%
Buy the 3%, sell the 4% and the 5%
Buy the 3% and the 5%, sell the 4%
Buy the 4% and the 5%, sell the 3%
Buy the 5%, sell the 3% and the 4%
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