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Calculate Zero Rates of Bond prices given below. (Answer in fractions) Maturity Coupon Cash Price Zero-Rate 0.5 0 95 Answer 1 0 90 Answer 1.5
Calculate Zero Rates of Bond prices given below. (Answer in fractions) | |||
Maturity | Coupon | Cash Price | Zero-Rate |
0.5 | 0 | 95 | Answer |
1 | 0 | 90 | Answer |
1.5 | 4 | 93 | Answer |
2 | 5 | 91 | Answer |
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