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Question 44 Not yet Only two zero bonds are traded. Both zero bonds are repaid at their face value of 100 EUR. The one-y
Posted: Sat Feb 19, 2022 2:32 pm
by answerhappygod
- Question 44 Not Yet Only Two Zero Bonds Are Traded Both Zero Bonds Are Repaid At Their Face Value Of 100 Eur The One Y 1 (49.02 KiB) Viewed 44 times
Question 44 Not yet Only two zero bonds are traded. Both zero bonds are repaid at their face value of 100 EUR. The one-year zero bond is currently traded at a price of 97.09 EUR. Furthermore, the following forward rate is known: 11,2 = 0.50 %. What is the price of the second zero bond which has a maturity of two years? answered Marked out of 3.00 Select one: Flag
question A. 96.61 EUR B. 100.98 EUR C. 103.23 EUR D. 93.81 EUR