Continuously compounded zero rate curve

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Reference no: EM131513727

Use bootstrapping to obtain a continuously compounded zero rate curve given that the price of a 6-month T-bill is 97:5, the price of a 12-month T-bill is 100, and the price of a 20 month T-bond with a 4:5% coupon rate is 10718

Use your zero-rate curve to price a 18-month T-bond with a 3% coupon rate. The Treasury bonds pay semiannual coupons.

Reference no: EM131513727

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