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6. You are given the following information about three zero-coupon bonds: Bond A B Price on: January 1, 2020 $96 88 125 July 1,
6. You are given the following information about three zero-coupon bonds: Bond A B Price on: January 1, 2020 $96 88 125 July 1, 2020 $100 Maturity Value on: July 1, 2021 Determine the six months forward rate, deferred 1.5 years. $100 January 1, 2022 $150
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The six months forward rate deferred 15 years is equal to Pric...
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