Chartered Financial Analyst Level 2
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The par curve for US Treasuries paying annual coupons is presented below:
| Maturity (Years) | Par Rate |
|------------------|----------|
| 1 | 4.15% |
| 2 | 5.25% |
| 3 | 6.35% |
The 2-year zero-coupon rate is closest to:
The par curve for US Treasuries paying annual coupons is presented below:
| Maturity (Years) | Par Rate |
|------------------|----------|
| 1 | 4.15% |
| 2 | 5.25% |
| 3 | 6.35% |
The 2-year zero-coupon rate is closest to:
Exam-Like
A
4.70%.
B
5.25%.
C
5.28%.
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