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SIE: Debt Securities
SIE practice questionhardTreasury Securities

If a Treasury bond is quoted at 104.16, what is the dollar price?

  1. A$1,045.00
  2. B$1,041.60
  3. C$1,040.16
  4. D$1,046.25✓ Correct answer
Explanation

Why D$1,046.25

104.16 means 104 and 16/32, or 104.5% of par ($1,000) = $1,045.00. However, 16/32 = 0.5, so 104.5 × $10 = $1,045, but the correct method is 104 16/32 = 104.5% = $1,045; this is a common source of confusion.

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