Calculate for a 5 year zero-coupon bond

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Reference no: EM133119573

Using the semi-annually compounded yield curve below, price the following securities:

Calculate for a 5 year zero-coupon bond

T

yield

0.25

6.33%

0.50

6.49%

0.75

6.62%

1.00

6.71%

1.25

6.79%

1.50

6.84%

1.75

6.87%

2.00

6.88%

2.25

6.89%

2.50

6.88%

2.75

6.86%

3.00

6.83%

3.25

6.80%

3.50

6.76%

3.75

6.72%

4.00

6.67%

4.25

6.62%

4.50

6.57%

4.75

6.51%

5.00

6.45%

5.25

6.39%

5.50

6.31%

5.75

6.24%

6.00

6.15%

6.25

6.05%

6.50

5.94%

6.75

5.81%

7.00

5.67%

7.25

5.50%

7.50

5.31%

Reference no: EM133119573

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