1.Suppose you are given the following three bonds' information. Please calculate the zero rates for 18-months (assuming...
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Question:
1.Suppose you are given the following three bonds' information. Please calculate the zero rates for 18-months (assuming semiannual coupon payment if there is any coupon).
Bond Principal Time to maturity Annual Coupon Based Price
$100 6 months 0 $99.50
$100 12 months 0 $96.90
$100 18 months 6 $105.50
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