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Given the following term structure of 5.4%, 5.8%, 6.4%, 6.8 and 7.2% for the most issues of Treasuries with maturity from 1 to 5 years
Given the following term structure of 5.4%, 5.8%, 6.4%, 6.8 and 7.2% for the most issues of Treasuries with maturity from 1 to 5 years (assuming those were issued at par), compute the zero-rate for a 3-year T-bond, assuming annual coupon payments?
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