# All rates in this table are quoted using semi-annual compounding convention. Imagine that today is January 1,

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## Question:

All rates in this table are quoted using semi-annual compounding convention.

Imagine that today is January 1, 2023. Pretend that each year has 360 days and each month has 30 days. Price the following bonds using the *spot curve *given in Table 1:

a. Bond A: A zero-coupon bond maturing on January 1, 2026.

b. Bond B: A semi-annual coupon bond maturing on July 1, 2025, giving 4% coupon per year.

c. Bond C: A quarterly-coupon bond that matures on October 1, 2026, giving 8% coupon per year.

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