Question: Question 41 2 pts Use the following information for Problems 40 and 41: assume today is Nov 15, 2019: Nov20 Nov22 Nov24 Nov25 Maturity STRIPS
Question 41 2 pts Use the following information for Problems 40 and 41: assume "today" is Nov 15, 2019: Nov20 Nov22 Nov24 Nov25 Maturity STRIPS Price Nov 21 $901.56 Nov23 $790.94 $953.13 $849.06 $742.19 $695.00 According to the pure expectations theory of the term structure, what does the market believe the yield will be in Nov 2022 on a STRIPS with 3 years remaining maturity as of that date? 6.79% 7.7596 072596 6.16% 05.5396
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