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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 1.5-year zero rate. Consider
Consider the following information on three U.S. Treasury bonds with coupons paid semi-annually:
Using the bootstrap method, calculate the continuously compounded 1.5-year zero rate.
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Multinational Finance
Authors: Kirt C. Butler
4th Edition
1405181184, 978-1405181181
