Question: a) Please fill in the table below: Face Value ($) Maturity (years) Annual Coupon Rate Coupon Frequency (per year) Bond Price ($) Discount factor Zero

a) Please fill in the table below: Face Value ($) Maturity (years) Annual Coupon Rate Coupon Frequency (per year) Bond Price ($) Discount factor Zero Rate Forward Rate (from year 1 to maturity) $100.00 0.5 2.00% 2 $99.05 $100.00 1 4.00% 2 $99.15 $100.00 1.5 5.00% 2 $99.35 $100.00 2 5.50% 2 $99.45

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Face Value Maturity years Annual Coupon Rate Coupon Frequency per year Bond Price Discount Factor Zero Rate Forward Rate from year 1 to maturity 10000 05 200 2 9905 098 001 NaN 10000 10 400 2 9915 092 ... View full answer

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