Assume that the six-month Treasury spot rate is 1.6% APR, and the one-year rate is 2.1% APR, both compounded semiannu
Posted: Mon Mar 21, 2022 4:33 pm
Assume that the six-month Treasury spot rate is 1.6% APR,
and the one-year rate is 2.1% APR, both compounded
semiannually. What is the price of a one-year $1,000 par
Treasury bond with 2.1% coupons?
and the one-year rate is 2.1% APR, both compounded
semiannually. What is the price of a one-year $1,000 par
Treasury bond with 2.1% coupons?