Question: Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $94.72. - One two year 7.16% discount bond
Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $94.72. - One two year 7.16% discount bond selling at $97.70. What is the two year zero coupon rate R(0,2)? Answer in percentage with 3 decimal digits accuracy. Example Blank Excel Worksheet
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