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7. Suppose that the Treasury spot rate curve is as follows: Suppose that the market price of a 2-year 8% coupon non-Treasury issue is $98.1134.

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7. Suppose that the Treasury spot rate curve is as follows: Suppose that the market price of a 2-year 8% coupon non-Treasury issue is $98.1134. What is the zero-volatility spread relative to the Treasury spot rate curve? (16 points)

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