25. Look again at Table 3.4. Suppose the spot interest rates change to the following downwardsloping term
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25. Look again at Table 3.4. Suppose the spot interest rates change to the following downwardsloping term structure: r 1 ⫽ 4.6%, r 2 ⫽ 4.4%, r 3 ⫽ 4.2%, and r 4 ⫽ 4.0%. Recalculate discount factors, bond prices, and yields to maturity for each of the bonds listed in the table.
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