An analyst gathers the following information about spot rates:
| Time to Maturity | Sequence 1 | Sequence 2 |
|------------------|------------|------------|
| 1 year | 2.0% | 4.7% |
| 2 years | 3.5% | 3.5% |
| 3 years | 4.7% | 2.0% |
For a 3-year, 2% annual coupon payment bond, the price using Sequence 1 is: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst gathers the following information about spot rates:
Time to Maturity
Sequence 1
Sequence 2
1 year
2.0%
4.7%
2 years
3.5%
3.5%
3 years
4.7%
2.0%
For a 3-year, 2% annual coupon payment bond, the price using Sequence 1 is: