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You are given the following continuously compounded zero coupon spot rates: T (years) Spot Rate 0.5 1.6% 1.0 2.2% 1.5 2.8% 2.0 3.2% Using these

You are given the following continuously compounded zero coupon spot rates: T (years) Spot Rate 0.5 1.6% 1.0 2.2% 1.5 2.8% 2.0 3.2% Using these spot rates, what is the price of a 2.0-year bond with a coupon rate of 4% per year compounded semi-annually?

Question 3 options: 102.47 103.47 101.08 101.53 102.24

JUST POST ANSWER DONT NEED STEPS (This will be faster and ill give thumbsup)

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