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Please do it in EXCEL 7.22 The following table gives the prices of some zero-coupon and semiannual coupon bonds: Maturity Coupon rate r Price per
Please do it in EXCEL
7.22 The following table gives the prices of some zero-coupon and semiannual coupon bonds: Maturity Coupon rate r Price per (years) (% per annum) 100 face value 0.5 0.000 98.00 1.5 2.250 96.07 1.5 2.200 96.00 1.5 2.000 95.72 2.0 2.500 93.60 2.5 2.875 92.10 3.0 3.000 90.00 Calculate the spot rates for maturities of 0.5, 1.0, 1.5, ... and 3 years using the least squares methodStep by Step Solution
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