The current price of STRIPS are as follows: Maturity Price 1 $98.255 2 $95.251 3 $91.488...
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The current price of STRIPS are as follows: Maturity Price 1 $98.255 2 $95.251 3 $91.488 Assume the annual coupons and all bonds have a par value of $100. What are the 1-, 2-, and 3-year spot interest rates? The current price of STRIPS are as follows: Maturity Price 1 $98.255 2 $95.251 3 $91.488 Assume the annual coupons and all bonds have a par value of $100. What are the 1-, 2-, and 3-year spot interest rates?
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