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need help with this Suppose today you observe the following prices of treasury securities: Security Coupon Price 6-month T-bill 97.8974 1-year T-bill 95.3610 1.5-year T-note

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Suppose today you observe the following prices of treasury securities: Security Coupon Price 6-month T-bill 97.8974 1-year T-bill 95.3610 1.5-year T-note 6% p.a., payable semi-annually 101.3553 Your company wants to issue a 1.5-year zero-coupon note with a face value of $100 (i.e., the note will pay off $100 in 1.5 years with no intermediate interest payment. Suppose that debt securities of your company are normally judged to be risker than Treasury securities by 2% p.a. (i.e., when you borrow, you need to pay more than Treasury rates by 2% p.a.). How much can you sell the 1.5-year zero-coupon for

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