Question: Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $93.69. - One two yeR 8.88% discount bond
Consider 2 securities with face value equal to 100.
- One year pure discount bond selling at $93.69.
- One two yeR 8.88% discount bond selling at $97.63
What is the two year zero coupon rate R(0,2)?
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