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  1. S

    on-year zero rate???

    around 8%
  2. S

    Zero Rate from Zero Coupon Bonds 10 Year

    Given that the PV of 8% coupons for 10y is twice the PV of the 4% coupons over 10y, one can simply create a system of two equations and two unknowns: Given C = PV of 4% coupons over bond's 10y life, then 1) C + PV Par = 80 2) 2C + PV Par = 90 C = 80 - PV Par 2(80 - PV Par) + PV Par =...
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