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6.2 You are given the following bond-equivalent yield curve. Term [k] 1 year Rate y[k] 10% 20% 0.5 year a) Find the term structure of

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6.2 You are given the following bond-equivalent yield curve. Term [k] 1 year Rate y[k] 10% 20% 0.5 year a) Find the term structure of interest rates b) What is the price of a 0.5-year zero coupon bond with par = 1000? c) What is the price of a 1-year zero coupon bond with par = 1000

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