Question: use bootstrap method to determine Treasury zero rate: bond principle: 100 time to maturity (years): 0.5 Annual coupon (paid semiannually): p treasury zero rate: %
use bootstrap method to determine Treasury zero rate:
bond principle: 100
time to maturity (years): 0.5
Annual coupon (paid semiannually): p
treasury zero rate: %
a. 1.52%
b. 3.05 %
c. 4.06%
d. 6.09%
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