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= = 2. Let t O and T 10, in years. Let the discount (zero-coupon, nominal 1) bond price be P(0, 10) = 0.875. (a)

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= = 2. Let t O and T 10, in years. Let the discount (zero-coupon, nominal 1) bond price be P(0, 10) = 0.875. (a) Assume discrete annual compounding. Compute the corresponding yield to maturity. (b) Assume discrete semi-annual compounding. Compute the corresponding yield to maturity. (c) Assume discrete quarterly compounding. Compute the corresponding yield to maturity. (d) Assume discrete continuous compounding. Compute the corresponding yield to maturity

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