Given a one-year and a three-year zero coupon bonds price of 95.18 and 83.75 respectively, what should be the price of a two year zero coupon bond using linear interpolation on zero rates (semiannual compounding)? | Financial Risk Manager Part 1 Quiz - LeetQuiz
Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
Comments
Loading comments...
Given a one-year and a three-year zero coupon bonds price of 95.18 and 83.75 respectively, what should be the price of a two year zero coupon bond using linear interpolation on zero rates (semiannual compounding)?
