Question: Compute the three year zero rates using bootstrapping method. Par Coupons Price 1-year bond 100 3 96.71362 2-year bond 100 4 94.25487 3-year bond 100

Compute the three year zero rates using bootstrapping method.

Par

Coupons

Price

1-year bond

100

3

96.71362

2-year bond

100

4

94.25487

3-year bond

100

5

91.47881

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