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Find the price of a Treasury bond with 2 years to maturity and a coupon rate of 3%, given the prices of the following zero
Find the price of a Treasury bond with 2 years to maturity and a coupon rate of 3%, given the prices of the following zero coupon bonds:
- 0.5 years to maturity T-Bill --> price = 99
- 1 years to maturity T-Bill --> price = 98.7
- 1.5 years to maturity STRIP --> price = 97
- 2 years to maturity STRIP --> price = 96.2
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