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Problem I: Use bootstrapping to obtain a continuously compounded zero rate curve given the prices of the following semiannual coupon bonds: Finally, price a 3-year

Problem I: Use bootstrapping to obtain a continuously compounded zero rate curve given the prices of the following semiannual coupon bonds: Finally, price a 3-year semiannual coupon bond with 4.5 coupon rate, using your zero rate curve. Problem I: Use bootstrapping to obtain a continuously compounded zero rate curve given the prices of the following semiannual coupon bonds: Finally, price a 3-year semiannual coupon bond with 4.5 coupon rate, using your zero rate curve

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