Question: Using excel, calculate the continuously compounded zero rates for each time to maturity. (Show your formula) Bond Price Bond Principal (S) Time to Maturity (Years)

Using excel, calculate the continuously compounded zero rates for each time to maturity. (Show your formula)

Using excel, calculate the continuously compounded zero rates for each time to

Bond Price Bond Principal (S) Time to Maturity (Years) Annual Coupon 100 0.25 100 0.5 0 0 Bond Yield (%) Compounded 99.6 1.6404 Quarterly 99 2.0202 Semiannually 97.8 2.2495 Annually 102.5 2.2949 Semiannually 105 2.4238 Semiannually 100 1 0 1.5 4 100 100 2 5

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