Question: What are the 0.5-year and 1-year zero rates (continuously compounding) implied from the table below? Assume coupons are paid semi-annually for coupon bonds. ( 2

What are the 0.5-year and 1-year zero rates (continuously compounding) implied

What are the 0.5-year and 1-year zero rates (continuously compounding) implied from the table below? Assume coupons are paid semi-annually for coupon bonds. ( 2 marks)

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