Question: Question 44 Not yet Only two zero bonds are traded. Both zero bonds are repaid at their face value of 100 EUR. The one-year zero

Question 44 Not yet Only two zero bonds are traded. Both

Question 44 Not yet Only two zero bonds are traded. Both zero bonds are repaid at their face value of 100 EUR. The one-year zero bond is currently traded at a price of 97.09 EUR. Furthermore, the following forward rate is known: 11,2 = 0.50 %. What is the price of the second zero bond which has a maturity of two years? answered Marked out of 3.00 Select one: Flag question A. 96.61 EUR B. 100.98 EUR C. 103.23 EUR D. 93.81 EUR

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