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2. Suppose you are given the following features of Bonds D, E, and F. (Note that all three bonds have a maturity of 1 year,

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2. Suppose you are given the following features of Bonds D, E, and F. (Note that all three bonds have a maturity of 1 year, which complicates the equations but not the linear algebra in Excel.) 2a. What is the arbitrage-free six-month spot rate? (10 points) 2b. What is the arbitrage-free one-year spot rate? (10 points) 2c. What is the arbitrage-free price of Bond F? (10 points) 2. Suppose you are given the following features of Bonds D, E, and F. (Note that all three bonds have a maturity of 1 year, which complicates the equations but not the linear algebra in Excel.) 2a. What is the arbitrage-free six-month spot rate? (10 points) 2b. What is the arbitrage-free one-year spot rate? (10 points) 2c. What is the arbitrage-free price of Bond F? (10 points)

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