Question 1 Compute the price of a zero-coupon bond (ZCB) that matures at timet=10and that has face
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Question:
Question 1
Compute the price of a zero-coupon bond (ZCB) that matures at timet=10and that has face value 100.
Question 2
Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at timet=4.
Question 3
Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration oft=4.
Question 4
Compute the price of an American call option on the same ZCB of the previous three questions. The option has expirationt=6and strike=80.
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