Assume a = 0.10, b = 0.15, r = 0.04 and ? = 0.35. Using the CIR model, calculate the price of a zero coupon bond maturing in 6 years

A) 0.6042
B) 0.7042
C) 0.8042
D) 0.9042

B

Business

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Indicate whether the statement is true or false.

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