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Suppose we have the following yield curve. (a) Find the price of a 2-year $6.2%$ coupon bond. Assume a face value of $$1,000$. $$$ (b) Calculate the yield to maturity, $i_{(2)}$, of this bond. $%$ (c) Assume your purchase this bond today, and you sell it in 6 months right after the coupon is paid. Calculate your capital gain or loss o this trade. Assume the yield curve does not change over the next 6 months. (Enter a loss as a negative number.) $$$ (d) Using this same yield curve, calculate the 1-year forward rate over year 2. $%$ (e) Again using this same yield curve, assume that today you purchase a zero-coupon bond maturing in 2 years. Suppose you sell the bond in 1 year, but at that time, the yield curve is given by (So, the entire yield curve shifted up by $1%$ for all maturities.) Compute the percentage gain on your bond. Express your answer in semiannual compounding. $%$

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