Question: Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $ 94.28 . - One two year 7.49%
Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $ 94.28 . - One two year 7.49% discount bond selling at $ 97.47. What is the two year zero coupon rate R(0, 2) ?
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