Question: Consider the following annually compounded rates: r(0,1) r(0,2) 5% 6% What's the forward price of a 1 year 1% coupon bond with expiration in 1

 Consider the following annually compounded rates: r(0,1) r(0,2) 5% 6% What's

Consider the following annually compounded rates: r(0,1) r(0,2) 5% 6% What's the forward price of a 1 year 1% coupon bond with expiration in 1 year. 192.78 2 110.56 (3) 94.38 (4) 105.62 5 None of the above results are correct

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