Question: Use the bootstrap method to compute the continuously compounded ze rates for Treasury Bonds given by the following table: Principal Time to Maturity Coupon/Annum Bond

Use the bootstrap method to compute the continuously compounded ze rates for Treasury Bonds given by the following table: Principal Time to Maturity Coupon/Annum Bond Price zero 100 25 0 97.5 100 .5 0 94.9 100 1.0 0 90.0 100 2 8 96.0 You should assume that the coupons are paid semi-anmually Use the bootstrap method to compute the continuously compounded ze rates for Treasury Bonds given by the following table: Principal Time to Maturity Coupon/Annum Bond Price zero 100 25 0 97.5 100 .5 0 94.9 100 1.0 0 90.0 100 2 8 96.0 You should assume that the coupons are paid semi-anmually

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