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Calculate the one and two-year zero rate from the following information. Face value Current price Coupon Maturity 100 95 0 1 year 100 92 1.5
Calculate the one and two-year zero rate from the following information.
Face value | Current price | Coupon | Maturity |
100 | 95 | 0 | 1 year |
100 | 92 | 1.5 paid every six months; 3.0 total per year. | 2 years |
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