Question: We consider three zero - coupon bonds ( strips ) with the following features: table [ [ Bond , table [ [ Maturity

We consider three zero

-

coupon bonds

(

strips

)

with the following features:

\

table

[[

Bond

, \

table

[[

Maturity

], [(

years

)]],

Price

], [

Bond

(0, 1), 1, 95.42], [

Bond

(0, 2), 2, 94.45], [d o t s,

dots,dots

$We consider three zero-coupon bonds (strips) with the following features: \table[[Bond,\table[[Maturity],[(years)]],Price],[Bond(0,1),1,95.42],[Bond(0,2),2,94.45],[dots,dots,dots$

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