Price of zero coupon security = present value = future value/(1+r)n
Here future value = par value = 1000,
Rate = 6.10%
N = no of years = 5
=1000/(1+0.061)^5
=$743.74
Assume the zero-coupon yields on default-free securities are as summarized in the following table: Maturity Zero-Coupon...
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