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Suppose you are given the following three bonds' information. Please calculate the zero rates for 24-months (assuming semiannual coupon payment if there is any coupon).
Suppose you are given the following three bonds' information. Please calculate the zero rates for 24-months (assuming semiannual coupon payment if there is any coupon). Annual coupon 0 Bond principal Time to maturity $100 6 months $100 12 months $100 18 months $100 24 months 0 Bond price $99.50 $96.90 $105.50 $110.10 6 8
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