Forward price of a bond

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Forward Price of a bond
use formula F0,t =(S0-PV0)(1+rt)^T
Suppose that the 1-year spot rate is 5%, 1.5-year spot rate is 5.5%, and the 2-year spot rate is 6%. Determine the forward price for a bond with an annual coupon rate 8% and maturity 2 years. The maturity of the forward contract is 1.5 year

Reference no: EM13543826

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