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  1. JEste7201

    P1.T3.719. Quoted versus cash bond prices (Hull Chapter 6)

    Here's a problem in our review problem notes. Please help me calculate the accrued interest. It is not in the answer key. Problem: Suppose it is April 20, 2018 and we want to infer the quoted price of a government bond that accrues interest on an actual/actual basis. The bond is a 12%...
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