4. Suppose that the forward rate is r(t)=0.032 + 0.001t + 0.0002t 2. (a) What is the...
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4. Suppose that the forward rate is r(t)=0.032 + 0.001t + 0.0002t 2.
(a) What is the 5-year continuously compounded spot rate?
(b) What is the price of a zero-coupon bond that matures in 5 years?
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Related Book For 
Statistics And Data Analysis For Financial Engineering With R Examples
ISBN: 9781493926138
2nd Edition
Authors: David Ruppert, David S. Matteson
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