Question: From the information given below calculate the 1.5-year zero rate. Coupons are assumed to be paid semi-annually. Use continuous compounding throughout. Enter as a decimal
From the information given below calculate the 1.5-year zero rate. Coupons are assumed to be paid semi-annually. Use continuous compounding throughout. Enter as a decimal 0.XXXX - Round to the nearest 0.0001 Coupon per Bond Principal Time to Maturity (yrs) Bond price ($) year ($) 100 0.25 0 96.5 100 0.5 0 95.1 100 1.0 0 89.3 100 1.5 8 94.0 100 2.0 14 102.3
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