Question
Assume that the six-month Treasury spot rate is 1.6% APR, and the one year rate is 1.9% APR, both compounded semiannually. What is the price
Assume that the six-month Treasury spot rate is 1.6% APR, and the one year rate is 1.9% APR, both compounded semiannually. What is the price of a one-year $1000 par Treasury bond with 1.9% coupons?
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Handbook Of Global Financial Markets
Authors: Sabri Boubaker, Duc Khuong Nguyen
1st Edition
9813236647, 978-9813236646
