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The price of a zero-coupon bond (ZCB) that matures at time t=10 and that has face value 100 is $61.62 Build an n = 10
The price of a zero-coupon bond (ZCB) that matures at time t=10 and that has face value 100 is $61.62
Build an n = 10 binomial model lattice model with the following parameters to compute the initial price of a futures contract on the same ZCB that has an expiration oft = 4
r0,0= 5%
u = 1.1
d = 0.9
q = 1 - q =
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