Question: pleaseeee i need an answer as soon as possible. ill give likes Suppose that the 6-month, 12-month and 18-month zero rates are 6%, 6.75% and
Suppose that the 6-month, 12-month and 18-month zero rates are 6%, 6.75% and 7% per annum with continuous compounding respectively, Calculate the par yield of a 1.5 year bond with a face value of 100 and paying a coupon rate of 10% semiannually. (use 2 digits after the comma with no % sign
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
