Question: We know that the 6 month zero bond price is $ 9 4 . 9 ; the 1 year coupon bond price is $ 9
We know that the month zero bond price is $; the year coupon bond price is $ with semiannual coupon rate ; the year coupon bond price is $ with semiannual coupon rate Note that the face value of the bonds are $
What is the annual year zero rate? Please work on a continuous compounding base.
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