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A set of Treasury STRIPS with maturity of 0.5Y, 1Y, 1.5Y, 27, 2.5Y, 3Y are priced below, calculate the YTM of a semi- annually paid

A set of Treasury STRIPS with maturity of 0.5Y, 1Y, 1.5Y, 27, 2.5Y, 3Y are priced below, calculate the YTM of a semi- annually paid Treasury coupon bond with maturity of 1 year and coupon rate of 5%. (Enter your answer as a decimal rounded to 4 decimal places) Maturity Zero Price Spot Rates 0.5 98.03922 1 96.58978 1.5 93.54273 N 90.59506 2.5 87.31540 3 83.74843

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