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Assume that the 0.5-year zero-coupon bond is sold at $96.62 and the yields to maturity for the coupon bonds selling at market prices equal to

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Assume that the 0.5-year zero-coupon bond is sold at $96.62 and the yields to maturity for the coupon bonds selling at market prices equal to their face values are 8% and 10% for 1-year and 1.5-year issues respectively. Coupons are paid every 6 months and face values are $100 for all the bonds (a) Calculate the spot rate curve (so.5, S1, S1.5)

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