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Suppose that the ask quotes (in dollars and cents per $100 par) are as follows for a series of zero coupon bonds: Maturity: 0.5 years;

Suppose that the ask quotes (in dollars and cents per $100 par) are as follows for a series of zero coupon bonds:

Maturity: 0.5 years; 97.00

Maturity: 1.0 years; 93.88

Maturity: 1.5 years; 90.65

Maturity: 2.0 years; 87.33

Maturity: 2.5 years; 83.72

Maturity: 3.0 years; 79.88

A two-year coupon bond has the same risk as these zeros. The bond promises semi-annual coupons of $58 and a par of $1,000. What is the bond value of this two-year bond?

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