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Find the 6, 12, and 18-month zero rates (in continuous compounding) using this data about the prices of three Treasury bills and coupon-bearing bonds, each

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Find the 6, 12, and 18-month zero rates (in continuous compounding) using this data about the prices of three Treasury bills and coupon-bearing bonds, each $100 face value: Bond 1: $90 price. Zero coupons, and 6 months to maturity. Bond 2: $88 price. Zero coupons, and 1 year to maturity. Bond 3: $102 price. 16% annual coupon paid semiannually, and 18 months to matu- rity

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