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Q1. Assume the following bond yields, compounded semiannually, 6-month Treasury Strip: 5.00%; 1-year Treasury Strip: 5.25%; 18-month Treasury Strip: 5.75%. a. What is the 6-month

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Q1. Assume the following bond yields, compounded semiannually, 6-month Treasury Strip: 5.00%; 1-year Treasury Strip: 5.25%; 18-month Treasury Strip: 5.75%. a. What is the 6-month forward rate in 6 months? b. What is the 1-year forward rate in 6 months? c. What is the price of a semiannual 10% coupon Treasury bond that matures in exactly 18 months

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