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Time Period Forward Rate 0y1y 0.70% 1y1y 1.25% 2y1y 2.99% 3y1y 3.15% 4y1y 3.01% What is the 4-year implied spot rate? What is the value
Time Period | Forward Rate |
0y1y | 0.70% |
1y1y | 1.25% |
2y1y" | 2.99% |
3y1y | 3.15% |
4y1y | 3.01% |
- What is the 4-year implied spot rate?
- What is the value per 100 of par value of a four-year, 6% coupon bond, with interest payments paid annually?
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