you are considering buy a 2year 6% treasury’s note is trading at985$ treasury spot rates (expressed as semiannual pay are follows :6month =3% 1year=4% 1.5year=5% 2year =6 % the arbitrage trade and arbitrator profit are ( buy the bond sell the price earn $16.39 per bond. ) my question is why the C=30$ 我知道这个为什么用这个公式,但是这30是哪来的? P=30/(1+s0.5/2)+……1030/(1+s2/2)^4