Wiley
16.1 For delivery dates in the near future, the forward prices of zero coupon bonds are above spot prices while the forward prices of coupon bonds are usually below spot prices. Explain. 16.2 For settle on November 27, 2001, the yield on the 4.75s of November 15, 2008, was 4.842% and the repo rate to March 28, 2002, was 1.80%. ................
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