We consider three zero-coupon bonds (strips) with the following features: Maturity (years) Bond(0,1) 1 95.42 Bond (0,2) 2 94.45 Bond 505 406 Your Answer: Price Bond(0.t) 11 90.13 Each strip delivers $100 at maturity. Extract the zero-coupon yield for time 11 from the bond price B(0,11). Answer in per cent with three decimal digits accuracy. Example: 3.234. Blank Excel Worksheet Answer pe

We consider three zero-coupon bonds (strips) with the following features: Each strip delivers $100 at maturity. Extract the zero-coupon yield for time 11 from the bond price B(0,11). Answer in per cent with three decimal digits accuracy. Example: 3.234. Blank Excel Worksheet Your