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On June 1, 2022, you obtained the following quotes for Treasury bonds: Use the bootstrapping method to obtain yields to maturity on 6-month, 12-month and
On June 1, 2022, you obtained the following quotes for Treasury bonds: Use the bootstrapping method to obtain yields to maturity on 6-month, 12-month and 18-month zero coupon bonds (the three term structure rates). In annualized terms, these rates are equal to: r6months=1.98%,r12months=2.96%,r18months=3.12%r6months=1.1500%,r12months=2.5421%,r18months=3.00%r6months=4.00%,r12months=3.00%,r18months=3.00%
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