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Fill in the missing cells for the following 2 period, 5% coupon annual pay, $100 par value, non-option bond. Assume volatility is 10%. V HH
Fill in the missing cells for the following 2 period, 5% coupon annual pay, $100 par value, non-option bond. Assume volatility is 10%.
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| VHH | 100 |
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| NHH | C | 5 |
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| VH |
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| NH | C | 5 |
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| rH |
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V |
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| VHH | 100 |
C | 0 |
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| NHL | C | 5 |
r0 | 3.50% |
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| VL |
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| NL | C | 5 |
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| r1 | 4.07% |
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| VLL | 100 |
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| NLL | C | 5 |
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