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The 3 month and 6 month continuously compounded zero rates are 5% and 6% respectively what are the correct prices of 3 months and 6-month
The 3 month and 6 month continuously compounded zero rates are 5% and 6% respectively
what are the correct prices of 3 months and 6-month trasury bills with a face value of 100?
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Guardians Of Finance
Authors: James R. Barth, Gerard Caprio, Ross Levine
1st Edition
0262526840, 978-0262526845
