Based on the following (semi-annually compounded) forward rates please calculate the price of a 2-year bond with a coupo
Posted: Fri Mar 04, 2022 9:34 am
Based on the following (semi-annually compounded) forward
rates
please calculate the price of a 2-year bond with a coupon of
4%.
Period Year Forward 1 .5 3.0 2 1.0 3.1 3 3.2 4 2.0 1.5 3.4
rates
please calculate the price of a 2-year bond with a coupon of
4%.
Period Year Forward 1 .5 3.0 2 1.0 3.1 3 3.2 4 2.0 1.5 3.4