Business, 20.09.2020 14:01 pearljammarow6ujs

A 2-year T-note was issued 9 months ago with a face value of $1000. It pays a 5% per annum coupon, paid semiannually. Suppose that the 3-month zero rate is 6%; the 9-month zero rate is 6.1%; the 15-month zero rate is 6.2%; and the 21-month zero rate is 6.3%, where all of these rates are per annum with continuous compounding. What is the price for the bond today

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A 2-year T-note was issued 9 months ago with a face value of $1000. It pays a 5% per annum coupon, p...

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