4.3
| #1 | #2 | #1 × (-7) | #2 × 9 | |
| 1 | 9 | 7 | -63 | 63 |
| 2 | 9 | 7 | -63 | 63 |
| 3 | 9 | 7 | -63 | 63 |
| 4 | 9 | 7 | -63 | 63 |
| 5 | 109 | 107 | -763 | 963 |
| P | 101.00 | 93.20 | -707.00 | 838.80 |
価格P1 = 101.00、単位数x1 = -7、価格P2 = 93.20、単位数x2 = 9
5年物ゼロ・クーポン債の価格P = (P1 x1 + P2 x2) / (x1 + x2) = 65.9
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