Question: Use the interest rate tree below. The first number at each node is the 0.5-year rate at that node. The next number is the price
Use the interest rate tree below. The first number at each node is the 0.5-year rate at that node. The next number is the price of $1 par of a 0.5-year zero at that node. The next number, at the time 0 node, is the price of $1 par of a 1-year zero.



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