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Intro Fixed-income arbitrage is to seek mispriced Treasury coupon bonds, through a set of linear equations in the following framework: P1 = C. Po,1 +

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Intro Fixed-income arbitrage is to seek mispriced Treasury coupon bonds, through a set of linear equations in the following framework: P1 = C. Po,1 + C P0,2 + ... + (C1 + F). Po,t P2 = C2 Po,1 + C2 Po, 2 + ... + (C2+ F) Po,T Pn = Cn. Po1+ Cn.P0,2 + ... + (Cn+F). Po, Part 1 Attempt 1/8 for 10 pts. What are P1, P2, ..., P? current prices of treasury coupon bonds observed in the market fair prices of treasury coupon bonds at the time current prices of treasury STRIPS observed in the market fair prices of the STRIPS Submit

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