the time t 0 continuously compounded term
The time t= 0 continuously compounded term structure of interest rates is given by R(0,T) = 0. 05 - 0. 005e-0.10T. Find the price of a Treasury bond with exactly 3 years to maturity and a coupon rate of 4. 0%.
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the time t 0 continuously compounded term structure of interest rates is given by r0t 0 05 - 0 005e-010t find the price of a treasury bond with
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