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Consider three zero-coupon bonds (strips) with the following features: Maturity Bond Price (years) Bond1 1 95.42 Bond2 2 91.451 Bond3 3 86.18 Each strip delivers
Consider three zero-coupon bonds (strips) with the following features: Maturity Bond Price (years) Bond1 1 95.42 Bond2 2 91.451 Bond3 3 86.18 Each strip delivers $100 at maturity. Extract the zero-coupon yield curve from the bond prices and fill in the blanks. (In percentage rounded to the third decimal) A A A
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