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The following zero rates are known. Determine the price of a 2-year Treasury bond with a principal of S100 with a 5% semiannual coupon payment.

The following zero rates are known. Determine the price of a 2-year Treasury bond with a principal of S100 with a 5% semiannual coupon payment. Time to maturity Zero Rate Zero Rate Time to maturity 0.5 5.50% 1 5.80% 1.5 2 6% 6.2%

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