Question
based on the following (zero-coupon) yield curve, what would be the forward price of 2-year treasury notes with a 4% coupon rate and 1000 par
based on the following (zero-coupon) yield curve, what would be the forward price of 2-year treasury notes with a 4% coupon rate and 1000 par value, which is to be delivered one year from now. (coupon is paid annually)
3. Based on the following (zero-coupon) yield curve, what would be the forward price of 2-year Treasury note with 4% coupon rate and $1,000 par value, which is to be delivered one year from now? (Coupons are paid annually.) Time to Maturity (Years) 1 2 3 4 LO 5 Zero Coupon Yield 1.25% 1.75% 2.10% 2.50% 2.80%
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