Calculate the zero rate implied by a bond trading at $94 and maturing in six months. Assume

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Calculate the zero rate implied by a bond trading at $94 and maturing in six months. Assume that the par value of the bond is $100.

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Posted Date: Jun 23, 2023 01:18 AM

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Calculate the zero rate implied by a bond trading at $94 and maturing in six months. Assume

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