The cash prices of 6-month and 1-year Treasury bills are 94.0 and 89.0. A 1.5-year...
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The cash prices of 6-month and 1-year Treasury bills are 94.0 and 89.0. A 1.5-year bond that will pay coupons of $4 every 6 months currently sells for $94.84. A 2-year bond that will pay coupons of $5 every 6 months currently sells for $97.12. Calculate the 6 -month, 1-year, 1.5-year, and 2-year zero rates
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