Suppose you have the following information on U.S. Treasury bonds (assume annual coupons paid at a face
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Question:
Suppose you have the following information on U.S. Treasury bonds (assume annual coupons paid at a face value of $100:
Maturity | Coupon Rate | Price |
1 | 0% | $96.9932 |
2 | 2% | $100.6841 |
What are the 1 and 2 year spot rates?
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