Question
Zero coupon bond Matures at t = 10, face value = 100, forward contract matures at t = 4. r0,%, .1, .9 and /2. Compute
Zero coupon bond Matures at t = 10, face value = 100, forward contract matures at t = 4. r0,%, .1, .9 and /2.
Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration of t=4.
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International Financial Reporting A Practical Guide
Authors: Alan Melville
6th edition
1292200743, 1292200766, 9781292200767, 978-1292200743
