Question
The 6 month treasury bill rate is 3.20% and the 1 year treasury bill rate is 4.10%. The calculated 1.50 year (coupon) treasury bond rate
The 6 month treasury bill rate is 3.20% and the 1 year treasury bill rate is 4.10%. The calculated 1.50 year (coupon) treasury bond rate is 5.00%. What is the 1.5 year (zero coupon) theoretical spot rate?
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The Tools And Techniques Of Investment Planning
Authors: Stephan R. Leimberg , Thomas Robinson , Robert R. Johnson
3rd Edition
193982916X,1939829178
