Question
Compute the price of a zero-coupon bond (ZCB) that matures at timet = 10 and that has face value 100. I completed the above question
Compute the price of a zero-coupon bond (ZCB) that matures at timet = 10 and that has face value 100.
I completed the above question and came to the correct answer of 61.62. Im having trouble with the question below.
Compute the price of a forward contract on the zero coupon bond ($61.62) of the previous question where the forward contract matures at timet=4.
Submission Guideline:Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.
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Modern Portfolio Theory and Investment Analysis
Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann
9th edition
9781118805800, 1118469941, 1118805801, 978-1118469941
