Question: Verify that the 4-year zero-coupon bond price generated by the tree in Figure 25.5 is $0.6243. In Figure 25.5 Year 0 Ye Year 2 Year

Verify that the 4-year zero-coupon bond price generated by the tree in Figure 25.5 is $0.6243.
In Figure 25.5

Verify that the 4-year zero-coupon bond price generated by the

Year 0 Ye Year 2 Year 3 20.03% 20.1 7% 13.22% 15.68% 10% 13.66% 10.82% 12.28% 9.25% 9.62%

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