Question: Need help with this question PLEASE ANSWER ON PAPER: Use the following information on Government of Canada bond prices for settlement on May 15, 2016,
PLEASE ANSWER ON PAPER: Use the following information on Government of Canada bond prices for settlement on May 15, 2016, to derive the zero (spot) rates for cash flows to be received in 6 months, 1 year, and 1.5 years. The bond pays coupons semi-annually. State your answers on a BEY basis. Bond GoC Bond Price 4.50% due November 15, 2016 102.15806 0% coupon due May 15, 2017 99.60120 1.75% due November 15, 2017 101.64355
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