Find the price of a treasury bond , Financial Accounting

The time t= 0 continuously compounded term structure of interest rates is given by R(0,T) = 0. 05 - 0. 005e-0.10T. Find the price of a Treasury bond with exactly 3 years to maturity and a coupon rate of 4. 0%.

 

Posted Date: 4/2/2013 3:53:05 AM | Location : United States







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