Question: Intro Treasury zero rates for various maturities are given below (with semiannual compounding): Maturity Zero rate (years) (semiannual) 0.5 3.9% 1 4.2% 1.5 4.5%
Intro Treasury zero rates for various maturities are given below (with semiannual compounding): Maturity Zero rate (years) (semiannual) 0.5 3.9% 1 4.2% 1.5 4.5% 2 5% Part 1 What is the 2-year rate with continuous compounding? 4+ decimals Attempt 1/4 for 10 pts. Submit
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