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2. Consider the following five hypothetical Treasury securities: Price Maturity 0.50 Yield to Maturity 3.00 1.00 3.30 1.50 3.50 100 2.00 3.90 100 2.50 4.40

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2. Consider the following five hypothetical Treasury securities: Price Maturity 0.50 Yield to Maturity 3.00 1.00 3.30 1.50 3.50 100 2.00 3.90 100 2.50 4.40 100 What is the 2.5 year spot rate

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