Given the following treasury spot rate curve compute the, Ask an Expert

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problem: Given the following Treasury spot rate curve, compute the arbitrage-free value of a 6% coupon, 2-year Treasury note.

Period Years Spot Rate (%)

1 0.5 3.0000

2 1.0 3.3000

3 1.5 3.5053

4 2.0 3.9164

find out the price of a $100,000 Treasury bill with 151 days left to maturity & a discount yield of 3.75%?

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Category:- Basic Finance
Reference No.:- M921423

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