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Given the following Treasury spot rate curve, calculate the arbitrage-free value of a 6 percent coupon, 2-year Treasury note. Period Years Spot Rate (%) 1

Given the following Treasury spot rate curve, calculate the arbitrage-free value of a 6 percent coupon, 2-year Treasury note.

Period	Years	Spot Rate (%)
1	0.5	3.0000
2	1.0	3.3000
3	1.5	3.5053
4	2.0	3.9164

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