Compute the zero-coupon bond prices

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Reference no: EM132014127

Suppose you observe the following continuously compounded zero-coupon bond yields: 0.06766 (1-year), 0.05827 (2-year), 0.04879 (3-year), 0.04402 (4-year), 0.03922 (5-year).

For each maturity year compute the zero-coupon bond prices, effective annual zero-coupon bond yields, the par coupon rate, and the one year implied forward rate.

Reference no: EM132014127

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