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1) Here is a table of zero coupon bond prices: 3 year 2 year Maturity: 1 year 0.99010 0.0.94929 0.97066 Price: a) What are the
1) Here is a table of zero coupon bond prices: 3 year 2 year Maturity: 1 year 0.99010 0.0.94929 0.97066 Price: a) What are the corresponding spot rates (lyr, 2yr, 3yr)? b) What is the 1 year rate deferred 1 year F1,21? c) What is the 1 year rate deferred 2 years F2,3) d) What is the 2 year rate deferred 1 year Fi1,31
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