Question: Assume the zero - coupon yields on default - free securities are as summarized in the following table: table [ [ Maturity , 1

Assume the zero-coupon yields on default-free securities are as summarized in the following table:
\table[[Maturity,1 year,2 years,3 years,4 years,5 years],[Zero-Coupon YTMn,4.4%,4.8%,5.2%,5.6%,5.8%
Assume the zero - coupon yields on default - free

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