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Question 18 Question 1 Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.95184(1-year) 0.90135(2-year), 0.84487 (3-year). Compute the 3-year effective

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Question 18 Question 1 Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.95184(1-year) 0.90135(2-year), 0.84487 (3-year). Compute the 3-year effective alrero-coupon bood 1 points yield Oa 10 1.5.31 66.69% Od 12.66% 6.5.78%

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