Business
Business, 17.02.2020 23:54, ghari112345

The cash prices of six-month and one-year Treasury bills are 94.0 and 89.0. A 1.5-year Treasury bond that will pay coupons of $4 every six months currently sells for $94.84. A two-year Treasury bond that will pay coupons of $5 every six months currently sells for $97.12. Calculate the six-month, one-year, 1.5-year, and two-year Treasury zero rates.

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The cash prices of six-month and one-year Treasury bills are 94.0 and 89.0. A 1.5-year Treasury bond...

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