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The following table gives government bond prices. Price Maturity (Years) Bond Coupon (%) 0 ($) 99.0099 1 B 0 w N 96.1169 90.1943 0 D

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The following table gives government bond prices. Price Maturity (Years) Bond Coupon (%) 0 ($) 99.0099 1 B 0 w N 96.1169 90.1943 0 D 2. 4 103.922 E 5 107.2593 Both annual coupon-paying bonds are correctly priced. One of the three zero-coupon bonds is mispriced. Which one? Bond B O Bond C Not enough information Bond A

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