Question
Problem 5 (2 points): Find a 1-year forward interest rate if the price of a 6-months 6% coupon bond is $99 and the price of
Problem 5 (2 points): Find a 1-year forward interest rate if the price of a 6-months 6% coupon bond is $99 and the price of a 1-year 8% coupon bond is $102. All bonds have $100 face values. Keep at least 6 decimal digits for all calculations!!!
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International Corporate Reporting Global And Diverse
Authors: Pauline Weetman, Ioannis Tsalavoutas, Paul Gordon
5th Edition
1138364991, 9781138364998
