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Calculating Zero Rates Supbose the prices for T-bills/bonds are as follows: 351 point What is the 6-month zero rate? (continuously compounded, enter as a %,
Calculating Zero Rates Supbose the prices for T-bills/bonds are as follows: 351 point What is the 6-month zero rate? (continuously compounded, enter as a %, at least 2 decimal places) The coupons on the 2 bonds are paid semiannually. 1 point What is the 12 -month zero rate? (continuously compounded, enter as a %, at least 2 decimal places) 371 point What is the 18-month zero rate? (continuously compounded, enter as a %, at least 2 decimal places) 38 point What is the 24-month zero rate? (continuously compounded, enter as a %, at least 2 decimal places)
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