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A Treasury zero coupon bond maturating in 61 months is trading for a price of $82.71. The 61-month risk-free spot rate is: (A) 3.7886 (B)

A Treasury zero coupon bond maturating in 61 months is trading for a price of $82.71. The 61-month risk-free spot rate is:

(A) 3.7886 (B) 3.8050 (C) 3.7694

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