Consider 2 securities with face value equal to 100. – One year pure discount bond selling at $94.82. – One two year 7.43% coupon bond selling at $96.75. What is the two year zero coupon rate R(0,2)? Answer in percentage with 3 decimal digits accuracy. Example: 8.573.
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Consider 2 securities with face value equal to 100. – One year pure discount bond selling at $94.82....
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