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Consider the following information on three U.S. Treasury bonds with coupons paid semi-annually: Using the bootstrap method, calculate the continuously compounded 1.5year zero coupon rate.

image text in transcribed Consider the following information on three U.S. Treasury bonds with coupons paid semi-annually: Using the bootstrap method, calculate the continuously compounded 1.5year zero coupon rate. A. 0.1000 B. 0.1062 C. 0.1100 D. 0.1147 E. 0.1200

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