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0.08 0.07 0.06 0.06 0.05 0.04 Use the annual interest rate lattice above to answer this question. Assume that all interest rates are continuously compounded

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0.08 0.07 0.06 0.06 0.05 0.04 Use the annual interest rate lattice above to answer this question. Assume that all interest rates are continuously compounded and risk-neutral probability q=0.5. What is the zero- coupon bond price associated with 1-year? 0.9418 O 0.9512 0.9231 O 0.9324

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