Question
The annual coupon rate on a 1-year treasury bond is 5.5%. The coupon on a 2-year treasury bond is 5.8%. What is the continuously compounded
The annual coupon rate on a 1-year treasury bond is 5.5%. The coupon on a 2-year treasury bond is 5.8%. What is the continuously compounded yield on a 2-year zero coupon bond?
A) 5.55%
B) 5.65%
C) 5.75%
D) 5.85%
Answer: B( Help required with calculations)
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Capital And Finance
Authors: Peter Lewin, Nicolás Cachanosky
1st Edition
0367514559, 978-0367514556
