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Suppose you are given the following information about the default - free, coupon - paying yield curve: a . Use arbitrage to determine the yield

Suppose you are given the following information about the default

-

free, coupon

-

paying yield

curve:

.

Use arbitrage to determine the yield to maturity of a two

-

year, zero

-

coupon bond.

.

What is the zero

-

coupon yield curve for years

1

through

4 ?

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