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Q4. Use the semi-annually compounded yield curve in the following table to price the some fixed income securities: Maturity T Yield 2 (0, T) 0.50

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Q4. Use the semi-annually compounded yield curve in the following table to price the some fixed income securities: Maturity T Yield 2 (0, T) 0.50 16.49% 1.00 6.88 (d) 1.5-year coupon bond paying 9% annually (e) 2-year floating rate bond with zero spread and semiannual payments (f) 1.5-year floating rate bond with zero spread and annual payments. For this question, assume ri (-0.5.0.5-6%. (h) 1.5-year floating rate bond with 40 basis point spread with annual payments. For this question, assume ri (-0.5.0.5-6%. Q4. Use the semi-annually compounded yield curve in the following table to price the some fixed income securities: Maturity T Yield 2 (0, T) 0.50 16.49% 1.00 6.88 (d) 1.5-year coupon bond paying 9% annually (e) 2-year floating rate bond with zero spread and semiannual payments (f) 1.5-year floating rate bond with zero spread and annual payments. For this question, assume ri (-0.5.0.5-6%. (h) 1.5-year floating rate bond with 40 basis point spread with annual payments. For this question, assume ri (-0.5.0.5-6%

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