Consider a 2-year Treasury bond with a face value of $100 and that pays coupons at...

Consider a 2-year Treasury bond with a face value of $100 and that pays coupons at a rate of 6% semiannually. What is the bonds par yield given the following Treasury zero rates?
Maturity (years) Zero rates
0.5          3.0%
1.0          3.3%
1.5          3.6%
2.0          3.9%

a) 3.89%
b)3.99%
c)4.19%
d)4.39%

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jeff jeffy answered 1 year ago

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