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Term Structure Assignment Following the steps covered in class, estimate the term structure of discount factors, sport interest rates and forward interest rates using data
Term Structure Assignment Following the steps covered in class, estimate the term structure of discount factors, sport interest rates and forward interest rates using data on five bonds each with $100 face value and semiannual coupon payment: Coupon Maturity Quoted Rate Years Price 6.875 0.5 101.625 5.500 1.0 101.5625 4.625 1.5 100.65625 4.625 2.0 100.375 4.375 2.5 99.46875 I have also attached the professors intruction steps to estimate term structure.
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