2 Suppose that the price of a zero coupon unit bond B(0, 12) 0 8700 dollars What is the interest rate after 6 months if an investment for 6 months in zero coupon bonds gives a logarithmic return of 8 2 Suppose that the price of a zero coupon unit bond B(0, 12) 0 8700 dollars What is the interest r...

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2. Suppose that the price of a zero-coupon unit bond B(0, 12) = 0.8700 dollars. What...

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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2. Suppose that the price of a zero-coupon unit bond B(0, 12) = 0.8700 dollars. What...

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