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Suppose the current, zero-coupon, yield curve for risk-free bonds is as follows: Maturity (years) 1 2 3 4 5 Yield to Maturity 4.18% 4.49% 4.76%

Suppose the current, zero-coupon, yield curve for risk-free bonds is as follows:

Maturity (years) 1 2 3 4 5
Yield to Maturity 4.18% 4.49% 4.76% 5.10% 5.46%

a. What is the price per

$ 100$100
face value of a
33 -year,
zero-coupon risk-free bond?
b. What is the price per
$ 100$100
face value of a
44 -year,
zero-coupon, risk-free bond?
c. What is the risk-free interest rate for a
33 -year
maturity?
Note :
Assume annual compounding.

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