# Question

Suppose you are given the following information about the default-free, coupon-paying yield curve:

a. Use arbitrage to determine the yield to maturity of a two-year, zero-coupon bond.

b. What is the zero-coupon yield curve for years 1 through4?

a. Use arbitrage to determine the yield to maturity of a two-year, zero-coupon bond.

b. What is the zero-coupon yield curve for years 1 through4?

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