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    continuously compounded zero rate

    Thanks for the reply, so 8.90% is the final answer ?
  2. T

    continuously compounded zero rate

    six month zero rate = 9% per annum with quarterly compounding. The price of a one year bond with a face value of $100 that provides a coupon of 12% per annum semi annually is $96. Calculate the one year continuously compounded zero rate. please help i cant figure it out !!!
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