the following data calculate the continuously compounded zero rates for all the maturities ward rates for 6months, 12 months, 18 months and 24 months by using boot strap Also calculate the one-year interest rate after 6 months and the 6-month interest rate 18 months.   ..

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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the following data calculate the continuously compounded zero rates for all the maturities ward rates for 6months, 12 months, 18 months and 24 months by using boot strap Also calculate the one-year interest rate after 6 months and the 6-month interest rate 18 months.   ..

fward rates for 6months, 12 months, 18 months and 24 months by using boot strap
the following data calculate the continuously compounded zero rates for all the maturities
Also calculate the one-year interest rate after 6 months and the 6-month interest rate
18 months,
GSec
Face
Value
100
100
100
100
100
Time to
maturity
in months
3
6
12
18
24
Annual
coupon
0
0
0
8
12
Bond
price
98.5
96.9
94.0
101.0
101.75
Transcribed Image Text:fward rates for 6months, 12 months, 18 months and 24 months by using boot strap the following data calculate the continuously compounded zero rates for all the maturities Also calculate the one-year interest rate after 6 months and the 6-month interest rate 18 months, GSec Face Value 100 100 100 100 100 Time to maturity in months 3 6 12 18 24 Annual coupon 0 0 0 8 12 Bond price 98.5 96.9 94.0 101.0 101.75
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