Question: 3, (10 points) Consider the three bonds quoted in the following table (settlement: 2/15/94). Calculate discount factors and spot rates at six-month intervals (d1, d2,d3

table (settlement: 2/15/94). Calculate discount factors and spot rates at six-month intervals

3, (10 points) Consider the three bonds quoted in the following table (settlement: 2/15/94). Calculate discount factors and spot rates at six-month intervals (d1, d2,d3 and 311,312,313), and implied six-month forward rates (f11 and ff). Coupon Rate Maturity Price 6: 8/15/94 101:20 8 51 2/15/95 101:18 2 4E 8/15/95 100:21 8

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