Mathematics, 17.09.2019 21:30 papasully1

Suppose that the continuous forward rate is r(t) = 0.03 + 0.001t − 0.00021(t − 10)+. what is the yield to maturity on a 20-year zero-coupon bond? here x+ is the positive part function defined by

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Suppose that the continuous forward rate is r(t) = 0.03 + 0.001t − 0.00021(t − 10)+. what is the yie...