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The cash prices of six-month and one-year Treasury bills are 97.0 and 95.0. A 1.5-year bond that will pay coupons of $2 every six months
The cash prices of six-month and one-year Treasury bills are 97.0 and 95.0. A 1.5-year bond that will pay coupons of $2 every six months currently sells for $95.90. A two-year bond that will pay coupons of $3 every six months currently sells for $97.70. Calculate the six-month, one-year, 1.5-year, and two-year zero rates
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