Question: A 10 % bond with face amount 100 matures in 3 years. Find the value of the bond based on each of the following term

A 10 % bond with face amount 100 matures in 3

A 10 % bond with face amount 100 matures in 3 years. Find the value of the bond based on each of the following term structures for zero coupon bond spot rates, where s_0 (t) denotes the nominal annual spot rate convertible semiannual for a year term zero coupon bond. S_0 (.5) = 0.75 s_0(1) = 0.775 s_0(1.5) = .08 s_0(2) = .08 s_0 (2.5) = .085 s_0 (3) = .085

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