How to calculate a 3-month spot rate as an annual rate with monthly compounding. Zero coupon bond
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How to calculate a 3-month spot rate as an annual rate with monthly compounding.
Zero coupon bond
Maturity Month | Bond Price |
3 | 99.194 |
6 | 98.225 |
9 | 97.454 |
12 | 95.807 |
15 | 94.238 |
18 | 92.873 |
21 | 90.236 |
24 | 88.096 |
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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