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| rev | Admin | (Created page with "'''Solution: A''' Suppose the quarterly yield rate on the zero coupon bond is <math>\mathrm{j}</math>. Thus for the zero coupon bond <math>\mathrm{j}</math> would equal: <math display="block"> \begin{aligned} & 1,050=1600 \mathrm{v}^{68} \\ & \mathrm{v}^{68}=.65625 \\ & \mathrm{j}=.00621 \end{aligned} </math> Price of the coupon bond would be: <math display="block"> \begin{aligned} & 1600 \mathrm{v}^{52}+1600(.02) \mathrm{a}_{\overline{52} | .00621} \\ & =2,577.94...") | Nov 22'23 at 9:45 | +761 |