Question: Today, you bought a 2 - year zero - coupon security that pays you $ 6 0 at the end of year 2 . The
Today, you bought a year zerocoupon security that pays you $ at the end of
year The zerocoupon bond is stripped from a couponbearing debt security. The
applicable oneyear spot rate for this debt security is Suppose in the second
year, the real rate is the inflation premium is and the maturity risk
premium is What is the price of the zerocoupon security today?
A
B
C
D
E
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