Question: Fabozzi, 10th edition, Chapter 6, Problem #13 (40 points) You observe the yields of the following Treasury securities (all yields are shown on a bond-equivalent

Fabozzi, 10th edition, Chapter 6, Problem #13 (40 points) You observe the yields of the following Treasury securities (all yields are shown on a bond-equivalent basis): I All the securities maturing from 1.5 years on are selling at par. The 0.5 and 1.0-year securities are zero-coupon instruments. Answer the below questions. (a) Calculate the missing spot rates. (b) What should the price of a 6% six-year Treasury security be? (c) What is the six-month forward rate starting in the sixth year

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