Verify that the 0.3-year zero-coupon bond in the cash-flow mapping example in the appendix to this chapter

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Verify that the 0.3-year zero-coupon bond in the cash-flow mapping example in the appendix to this chapter is mapped into a $37,397 position in a 3-month bond and a $11,793 position in a 6-month bond.

AppendixLO1

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