6 Assume An Efficient Capital Market Consider Bonds A Att 0 The Nominal Value Of Each Of The Bonds Is 1000 0 The B 1 (58.33 KiB) Viewed 39 times
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6 Assume an efficient capital market. Consider bonds A att = 0. The nominal value of each of the bonds is €1000,0. The bonds have no default risk. The maturity is 3 years and the coupon is 0.00% (the bonds are 'zero coupon bonds"). The 2-year spot rate (r2) is 2.0% and the forward rate for the third year (213) is 6.0%. 1.0p Calculate the price of one bond A. Round your answer to two decimals (e.g. enter €1234.567 as 1234.57) Answer
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