Multiple Choice
The six-month zero rate is 8% per annum with semiannual compounding.The price of a one-year bond that provides a coupon of 6% per annum semiannually is 97.What is the one-year continuously compounded zero rate?
A) 8.02%
B) 8.52%
C) 9.02%
D) 9.52%
Correct Answer:
Verified
Correct Answer:
Verified
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