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Coupon bond with quarterly coupon rate 8% and 1 year yield to maturity.

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Question

Coupon bond with quarterly coupon rate 8% and 1 year yield to maturity. Quarter spot rates (quarterly APR's) are r1 = 8%, r2=10%, r3=12% r4=16% price = 92.88;What is the expected semi annual APR in 2 quarters from now.;Answer 22.69%

 

Paper#29933 | Written in 18-Jul-2015

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