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Suppose that the one - through four - year par rates on a government coupon bond are, respectively, 5 % , 5 . 9 7

Suppose that the one-through four-year par rates on a government coupon bond are, respectively, 5%,5.97%,6.91%,and 7.81%. If the bond makes annual payments, bootstrap the zero-coupon rates and thus the zero-coupon yield curve.

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