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Question - The following Treasury bonds were quoted on 29 August 2018, Determine the Treasury zero yield curve in six month intervals to two years. Maturity Coupon Bid Asked Asked yield
2018-08-31 0.750 % 99.9844 100.0000 0.749 %
2019-28-02 1.125 % 99.4141 99.4297 2.272 %
2019-31-08 1.000 % 98.5234 98.5391 2.484 %
2020-02-29 1.375 % 98.1563 98.1719 2.624 %
2020-31-08 2.125 % 98.9141 98.9297 2.677 %
How is the coupon and asked yield used for in this question?
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