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Year Zero-coupon bond yield (Sport rate) Zero-coupon bond price 1-year implied forward rate Par coupon rate Continuously compounded zero yield 1 5% 5% 2 6%
Year | Zero-coupon bond yield (Sport rate) | Zero-coupon bond price | 1-year implied forward rate | Par coupon rate | Continuously compounded zero yield |
1 | 5% |
|
| 5% |
|
2 | 6% | 89 | 7.01% | 6% |
|
3 | a | b | 8% | c | d |
Please find out the values of a,b,c and d.
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