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You own a 2-year $100 par bullet bond with a 3.5% coupon rate. Payments are made semi-annually. The market discount factors from the spot curve
You own a 2-year $100 par bullet bond with a 3.5% coupon rate. Payments are made semi-annually. The market discount factors from the spot curve are: 0.50 year =0.995 1.00 year =0.985 1.5 year =0.915 2.0 year =0.875 Given this information please calculate the price of the bond. Assume all coupon payments occur on the same date as the discount factors presented
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