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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 implied YTM

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 implied YTM on a 2-year zero coupon treasury bond? (a) 5.51 % (b) 5.59 % (c) 5.72 % (d) 5.81 %

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