There are two zero-coupon bonds a and b both bonds have a
There are two zero-coupon bonds, A and B. Both bonds have a maturity of 1 year. The par value of A is $100 and the price is $90. The par value of B is $50 and the price is $44. Develop an arbitrage strategy using bonds A and B
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there are two zero-coupon bonds a and b both bonds have a maturity of 1 year the par value of a is 100 and the price is
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