A Singapore treasury bond maturing at year 1.5 has a YTM of 5.75% and is trading at
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A Singapore treasury bond maturing at year 1.5 has a YTM of 5.75% and is trading at par value. You further gather that the YTM of a zero-coupon bond maturing at year 0.5 is 5.25% and at year 1 is 5.5%, respectively. What is the spot rate at year 1.5? All rates are based on semi-annual compounding.
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