You observe the following prices for different bonds (note that the coupons on all of them have

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You observe the following prices for different bonds (note that the coupons on all of them have just been paid)image text in transcribed

(a) Calculate the return on each of these bonds.

(b) Reconstruct the zero coupon curve at 5 years.

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Corporate Finance Theory And Practice

ISBN: 9780470721926

2nd Edition

Authors: Pierre Vernimmen, Pascal Quiry

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