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A B D E F G I 1 J K L M N o Bond # Price Maturity (years) 1 2 2 2 Find the

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A B D E F G I 1 J K L M N o Bond # Price Maturity (years) 1 2 2 2 Find the zero rates for the given maturoties in the data. Calculaye the price of a 9 year bond, paying annul coupons at a arte of 3% with a FV of 1000. 3 4 1 91.8967 2 83.2564 3 76.0000 4 76.2347 5 71.2110 6 67.9672 7 66.0000 8 66.1625 9 65.4881 10 65.7003 11 64.0000 12 66.6158 13 68.0989 Annual coupon rate 2.0% 2.5% 3.0% 3.2% 3.5% 4.0% 4.5% 4.2% 5.0% 5.5% 5.8% 6.0% 6.5% 5 6 6 0 0 0 0 0 7 8 9 9 A B D E F G I 1 J K L M N o Bond # Price Maturity (years) 1 2 2 2 Find the zero rates for the given maturoties in the data. Calculaye the price of a 9 year bond, paying annul coupons at a arte of 3% with a FV of 1000. 3 4 1 91.8967 2 83.2564 3 76.0000 4 76.2347 5 71.2110 6 67.9672 7 66.0000 8 66.1625 9 65.4881 10 65.7003 11 64.0000 12 66.6158 13 68.0989 Annual coupon rate 2.0% 2.5% 3.0% 3.2% 3.5% 4.0% 4.5% 4.2% 5.0% 5.5% 5.8% 6.0% 6.5% 5 6 6 0 0 0 0 0 7 8 9 9

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