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Consider the continuously compounded yield curve y(t,T)=0.045-0.04e^(-0.5)(T-t) (a) Determine the purchase price of a zero coupon bond that matures after 4 years if its face
Consider the continuously compounded yield curve y(t,T)=0.045-0.04e^(-0.5)(T-t) (a) Determine the purchase price of a zero coupon bond that matures after 4 years if its face value is $100. (b) Consi...
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