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| rev | Admin | (Created page with "Let P(0, t) be the current price of a zero-coupon bond that will pay 1 at time t. Let X be the value at time n of an investment of 1 made at time m, where m < n. Assume all investments earn the same interest rate. Determine X. <ul class="mw-excansopts"><li><math display = "block">\frac{P(0, m)}{P(0, n)}-1</math></li><li><math display = "block">\frac{P(0, n)}{P(0, m)}+1</math></li><li><math display = "block">\frac{P(0, m)}{P(0, n)}+1</math></li><li><math display = "bloc...") | Nov 19'23 at 21:05 | +607 |