Exercise 2 spot rates year, what rate of return was Dy 171 11. (Running PV example) A

 

Exercise 2 spot rates

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year, what rate of return was Dy 171 11. (Running PV example) A (yearly) cash flow stream is x = (-40, 10, 10, 10, 10, 10, 10). 12010310 01 2006) The spot rates are those of Exercise 2. (14.40 no barsty 7b (46. (a) Find the current discount factors dok and use them to determine the (net) present value of the stream. (b) Find the the series of expectations dynamics short-rate discount factors, and use the running present value method to evaluate the stream. ho ani ESS Sm Sillhol year, what rate of return was Dy 171 11. (Running PV example) A (yearly) cash flow stream is x = (-40, 10, 10, 10, 10, 10, 10). 12010310 01 2006) The spot rates are those of Exercise 2. (14.40 no barsty 7b (46. (a) Find the current discount factors dok and use them to determine the (net) present value of the stream. (b) Find the the series of expectations dynamics short-rate discount factors, and use the running present value method to evaluate the stream. ho ani ESS Sm Sillhol

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