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Unformatted text preview: 3.0153% 3.5463% 3.8616% 4.2984% Assume all the above bonds pay 5% annual coupons. C. Weng (c2weng@uwaterloo.ca) p. 7/ 9 Example 8.3 Ref to e.g. 8.2, find f [2 , 3] . Can we obtain the value of f [1 . 5 , 2 . 5] ? Soln: From e.g. 8.2, r 1 = 1 . 7568% , r 2 = 3 . 0465637% and r 3 = 3 . 59388% . C. Weng (c2weng@uwaterloo.ca) p. 9/ 9...
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This note was uploaded on 01/21/2011 for the course ACTSC 231 taught by Professor Chisholm during the Fall '09 term at Waterloo.
 Fall '09
 Chisholm

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