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From the following par curve, find the 1~3 year spot rates. Assume annual coupon payments Maturity Par Rate Bond Price 1 0.650% 100 2 0.875%
From the following par curve, find the 1~3 year spot rates. Assume annual coupon payments
Maturity | Par Rate | Bond Price |
1 | 0.650% | 100 |
2 | 0.875% | 100 |
3 | 1.115% | 100 |
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