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The cash prices of six-month and one-year Treasury bills are 95.0 and 92.0. A 1.5-year bond that will pay coupons of $4 every six months
The cash prices of six-month and one-year Treasury bills are 95.0 and 92.0. A 1.5-year bond that will pay coupons of $4 every six months currently sells for $97.23. A two-year bond that will pay coupons of $5 every six months currently sells for $98.95. Calculate the six-month, one-year, 1.5-year, and two-year zero rates.
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