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Suppose that 6 - month, 1 2 - month, 1 8 - month, 2 4 - month, and 3 0 - month spot rates are
Suppose that month, month, month, month, and month spot rates are
and per annum with continuous compounding, respectively.
Estimate the price of a bond with a face value of that will mature in months and pays
a coupon of per annum semiannually.
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