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You have fives bonds as shown in the below. Three are zero coupon bonds and the other two are coupon bonds. By applying bootstrapping, compute

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You have fives bonds as shown in the below. Three are zero coupon bonds and the other two are coupon bonds. By applying bootstrapping, compute each continuously compounding zero rate. (Note: Round to the nearest hundredth.) Bond Principal Maturity Coupon Bond Price Zero Rates 96.0 16.3396 100 100 0.25 0.5 93.9 100 92.0 100 95.0 100 100.8

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