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Suppose you observe the following zero-coupon bond prices per $100 of maturity payment: 96.154 (1-year), 91.573 (2-years), 87.630 (3-years), 82.270 (4-years) 77.611 (5-years). For each

  1. Suppose you observe the following zero-coupon bond prices per $100 of maturity payment: 96.154 (1-year), 91.573 (2-years), 87.630 (3-years), 82.270 (4-years) 77.611 (5-years). For each maturity year compute the zero coupon bond yields (effective annual and continuously compounded), and the 1-year implied forward rates.

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