Determine the treasury zero yield curve

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Question - The following Treasury bonds were quoted on 29 August 2018, Determine the Treasury zero yield curve in six month intervals to two years. Maturity Coupon Bid Asked Asked yield

2018-08-31 0.750 % 99.9844 100.0000 0.749 %

2019-28-02 1.125 % 99.4141 99.4297 2.272 %

2019-31-08 1.000 % 98.5234 98.5391 2.484 %

2020-02-29 1.375 % 98.1563 98.1719 2.624 %

2020-31-08 2.125 % 98.9141 98.9297 2.677 %

How is the coupon and asked yield used for in this question?

Reference no: EM132177126

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