Question: 2. Using bootstrap method (Hull) calculate zero coupon yield curve from coupon bearing bonds using continuous compounding. Bond Principal Maturity (years) 100 0.25 Coupon 0

2. Using bootstrap method (Hull) calculate zero coupon yield curve from coupon bearing bonds using continuous compounding.

2. Using bootstrap method (Hull) calculate zero coupon yield curve from coupon

Bond Principal Maturity (years) 100 0.25 Coupon 0 Bond Price 99 0 100 100 0.50 1.00 98.125 98.5 0 100 1.50 3 98.25 100 2.00 4 98.125

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