Calculate the price of an 18-month zero-coupon bond from the tree in Figure 32.8 and verify that
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Calculate the price of an 18-month zero-coupon bond from the tree in Figure 32.8 and verify that it agrees with the initial term structure.
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An 18month zerocoupon bond pays off 100 at the final nodes of the tree At node E it is wort...View the full answer
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