Question
Given the following information:Bond Par valueTime to maturityAnnual Coupon Bond price(Semi-annual PMT)$100.000.50$0.00$95.00$100.001.00$0.00$92.00$100.001.50$6.20$99.00$100.002.00$8.00$98.00a) Calculate the 2-year zero rate.b) Calculate the 2-year forward rate.
Given the following information:Bond Par valueTime to maturityAnnual Coupon Bond price(Semi-annual PMT)$100.000.50$0.00$95.00$100.001.00$0.00$92.00$100.001.50$6.20$99.00$100.002.00$8.00$98.00a) Calculate the 2-year zero rate.b) Calculate the 2-year forward rate.
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How To Make Money With Junk Bonds
Authors: Robert Levine
1st Edition
007179381X,0071793828
