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At time t an investor shorts a $1 face value zero coupon bond that matures at time T = t
and uses the entire proceeds to purchase a zero coupon bond that matures at time S = T.
(a) In what quantity is the zero coupon bond that matures at time S purchased? Your answer should be expressed in terms of the time t prices P(t;T) and P (t;S).
(b) Explain why these transactions are equivalent to agreeing to lend over the future period [T, S] at a rate that is determined at time t.
(c) What is the continuously compounded forward rate f(t;T;S) associated with this loan?
7=1w-4 answer is 1/11 need help doing the math
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Hi need a help for marketing strategic assignment Could you able to help me???
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A die is rolled twice and the sum of the numbers appearing on them is observed to be 7.What is the conditional probability that the number 2 has appeared at least once? A) 1/3
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Peter was 60 inches tall on his thirteenth birthday. By the time he turned 15, his height had increased 15%. How tall was Peter when he turned 15? Find 15% of 60 inches and add
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