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You observe the following prices of zero-coupon bonds of various maturities: in the absence of arbitrage, what should be the price of a 2-year, 13%
You observe the following prices of zero-coupon bonds of various maturities: in the absence of arbitrage, what should be the price of a 2-year, 13\% coupon bond that makes semiann vayments and has par value of $1000 ? Assume that this bond has the same risk as the zero-coupon bond You observe the following prices of zero-coupon bonds of various maturities: in the absence of arbitrage, what should be the price of a 2-year, 13\% coupon bond that makes semiann vayments and has par value of $1000 ? Assume that this bond has the same risk as the zero-coupon bond
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