Draw a yield curve using the given information

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Reference no: EM132043831

Question: Draw a yield curve using this information:

	Rate (%)
91-day T-bill auction avg disc rate	0.82
182 - day T-bill auction avg disc rate	0.955
One - Year Treasury Constant Maturity	1.09
Two - Year Treasury Constant Maturity	1.29
Five - Year Treasury Constant Maturity	1.87
Ten - Year Treasury Constant Maturity	2.35

Find our the price of a T - bond that offers an annual coupon rate of 2.75%; coupons are paid semi-annually on July 1st and January 1st of each year. The bond maures on January 1st 2026 (Today is May 1st 2017). Use the data convention for Treasury bonds. Use the appropraite discount rates from the above yeild curve that matches the cash flow dates.

Reference no: EM132043831

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