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Given the following spot yield curve: Maturity 1 Year 2 Years 3 Years 4 Years YTM 6.0% 6.5% 7.0% 7.5% What is the equilibrium price

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Given the following spot yield curve: Maturity 1 Year 2 Years 3 Years 4 Years YTM 6.0% 6.5% 7.0% 7.5% What is the equilibrium price of a four-year, 7% coupon bond making annual coupon payments and paying a principal of $100 at maturity

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