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Compute the value of ZCB3. (Round your answer to the fourth decimal place) Note: ZCB3 refers to the zero coupon bond that pays 1 dollar
Compute the value of ZCB3. (Round your answer to the fourth decimal place) Note: ZCB3 refers to the zero coupon bond that pays 1 dollar at t=3. 3. Continued Question 2 Compute the forward price at t=2 of a zero coupon bond with face value 100 and maturity =3, i.e. EQ(B21)EQ(B2Z23) (Round your answer to the fourth decimal place) Use the term structure lattice model (from t=0 to t=3 ) below to price the bond derivatives in the following questions. p=0.5 Compute the value of ZCB3. (Round your answer to the fourth decimal place) Note: ZCB3 refers to the zero coupon bond that pays 1 dollar at t=3. 3. Continued Question 2 Compute the forward price at t=2 of a zero coupon bond with face value 100 and maturity =3, i.e. EQ(B21)EQ(B2Z23) (Round your answer to the fourth decimal place) Use the term structure lattice model (from t=0 to t=3 ) below to price the bond derivatives in the following questions. p=0.5
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