Given the following data: Period Years to maturity Yield Par Value (K) Bond Price (K 1 0.5 8.0% 1,000 1,000 2 1 8.05% 1,
Posted: Sat Feb 26, 2022 9:05 am
Given the following data: Period Years to maturity Yield Par Value (K) Bond Price (K 1 0.5 8.0% 1,000 1,000 2 1 8.05% 1,000 1,000 8.1% 1,000 1,000 4 8.12% 1,000 1,000 5 8.22% 1,000 1,000 Determine the spot rates for 6-months, 1 year, 1.5 years, 2 years and 2.5 years.