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Assume that the yield curve is as given below. Assume semi-annual compounding. a- Calculate the...

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Finance

Assume that the yield curve is as given below. Assume semi-annual compounding.

a- Calculate the 6-month par yield . Write your answer as a decimal with six digits after the decimal point (e.g. 3.1875% is to be entered as 0.031875)

b- Calculate the 1-year par yield . Write your answer as a decimal with six digits after the decimal point (e.g. 3.1875% is to be entered as 0.031875)

c- Calculate the 1.5-year par yield . Write your answer as a decimal with six digits after the decimal point (e.g. 3.1875% is to be entered as 0.031875)

d- Calculate the 2-year par yield . Write your answer as a decimal with six digits after the decimal point (e.g. 3.1875% is to be entered as 0.031875)

T (in years)

r(T)

0.50

0.047502

1.00

0.050016

1.50

0.052508

2.00

0.054751

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