Fixed Income Class: Find the spot rate for a theoretical 2 year zero coupon bond using the
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Question:
Fixed Income Class:
Find the spot rate for a theoretical 2 year zero coupon bond using the following information:
6 month T-bill rate = .5%
1 year T-Bill rate = .75%
1.5 year T-Note rate = 1.10%
2 year T-Note rate = 1.65%
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