Question: Compute the corresponding zero rate curve using the information below. Note that weve already computed the first two zero rates. Input Information to Bootstrap Zero

Compute the corresponding zero rate curve using the information below. Note that weve already computed the first two zero rates.

Input Information to Bootstrap Zero Rates

Compute the corresponding zero rate curve using the information below. Note

Price as a Percentage of Par 100.146 100.104 101.3 101.024 Coupon Semiannual Maturity Zero Rate (%) Period (Year) (%) 1.625 1 0.5 1.3266 1.5 2 1.0 1.3903 2.75 3 1.5 ? 2.125 4 2.0 ? Price as a Percentage of Par 100.146 100.104 101.3 101.024 Coupon Semiannual Maturity Zero Rate (%) Period (Year) (%) 1.625 1 0.5 1.3266 1.5 2 1.0 1.3903 2.75 3 1.5 ? 2.125 4 2.0

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