What is the one-year zero rate

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Question - The cash prices of six-month and one-year Treasury bills are 95.0 and 92.0, respectively. A 1.5-year bond that will pay coupons of $4 every six months currently sells for $100. A two-year bond that will pay coupons of $5 every six months currently sells for $102. What is the one-year zero rate?

Reference no: EM133187744

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