Question: is this correct and why Please note that the following spot rates are commonly used in Problem 1 - 8. Given Treasury spot rates as
Please note that the following spot rates are commonly used in Problem 1 - 8. Given Treasury spot rates as following: Maturity Zero Rates (%) 0.5 4.45 1.0 5.45 1.5 5.54 2.0 6.45 what is the price of a semi-annually compounded Treasury STRIPS with 6- month maturity and $1 face value ? (Enter your answer as a decimal rounded to 4 decimal places) 0.0523
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