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Use Excel for this entire question. You note the following bond information from the US markets. Name Maturity (Months) Coupon Rate (%) YTM (%) Bond
Use Excel for this entire question.
You note the following bond information from the US markets.
Name Maturity (Months)
Coupon Rate (%)
YTM (%) Bond 1 6 0.0% 0.60% Bond 2 12 0.0% 1.10% Bond 3 18 1.5% 2.50% Bond 4 24 5.0% 3.50%
You observe the following zero coupon yield curve (ZCYC) of the SGD market.
(a) Calculate the USD zero coupon yield curve from the information obtained from the US bond market. (12 marks)
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