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Submitted Jul 3 1 at 2 : 1 6 pm Question 1 0 0 pts Suppose the 1 - year spot rate is 1 %
Submitted Jul at :pm
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Suppose the year spot rate is and that a year annulas coupon, a year annual coupon bonds are trading at par $
Calibrate a year binomial interest rate model, assuming that interest volatility sigma is What is the highest rate at
Assume annual compounding. Round your answer to decimal places. For example if your answer is then please write down
with margin:
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