Question: The continuously compounded six-month zero rate is 7.25% per annum. The price of a one-year bond that provides a coupon of 8.00% per annum semiannually
The continuously compounded six-month zero rate is 7.25% per annum. The price of a one-year bond that provides a coupon of 8.00% per annum semiannually is 92.00. What is the one-year continuously compounded zero rate? (Answer in percent with two decimals. e.g. example 6.25) Your
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