(YTM on zeros) The file below may be found on the books companion website at http://oup.us.benninga. a....

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(YTM on zeros) The file below may be found on the book’s companion website at http://oup.us.benninga.

image text in transcribed

a. Complete the file to derive the continuous yields of the zero-coupon Treasury strips. Graph the yields to derive the yield curve on 22 June 2015.

b. Why do you think that the yields of very short-term zero strips (the first two) are so low?

c. Be ambitious! Go to Yahoo, download the zero-coupon data for a recent date, and repeat the previous exercise.

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Principles Of Finance Wtih Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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Question Posted: Jun 10, 2024 02:01 AM

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(YTM on zeros) The file below may be found on the books companion website at http://oup.us.benninga. a....

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Principles Of Finance Wtih Excel

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