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Need detailed calculations for the following:
The current price of a 6-month zero coupon bond with a face value of $100 is 97.92. If a 9-month strip with a face value of $100 is currently trading for 96.62, find the forward interest rate for the 6 to 9 month period.
Solve by both continuous compounding and quarterly compounding for the following:
1. Six-month spot interest rate for quarterly compounding.2. Nine-month spot interest rate for quarterly compounding. 3. Forward rate (6 to 9 months) for quarterly compounding. 4. Six-month spot interest rate for continuous compounding. 5. Nine-month spot interest rate for continuous compounding. 6. Forward rate (6 to 9 months) for continuous compounding. 7. What is the guaranteed fair price of a 3-month T-Bill to be delivered at 6 months from now, assuming quarterly compounding? 8. What is the guaranteed fair price of a 3-month T-Bill to be delivered at 6 months from now, assume continuous compounding?
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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