based on the following (zero-coupon) yield curve, what would be the forward price of 2-year treasury notes
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based on the following (zero-coupon) yield curve, what would be the forward price of 2-year treasury notes with a 4% coupon rate and 1000 par value, which is to be delivered one year from now. (coupon is paid annually)
Related Book For
Niebels Methods, Standards and Work Design
ISBN: 978-0073376318
13th edition
Authors: Andris Freivalds, Benjamin Niebel
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