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The cash prices of 6-month and 1-year Treasury bills are 96.0 and 93.0. A 1.5-year bond that will pay coupons of $7.5 every 6 months
The cash prices of 6-month and 1-year Treasury bills are 96.0 and 93.0. A 1.5-year bond that will pay coupons of $7.5 every 6 months currently sells for $105. A 2-year bond that will pay coupons of $8.6 every 6 months currently sells for $110. Calculate the 6-month,1-year, 1.5-year, and 2-year zero rates.
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