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Does anybody know how I can find historical info on zero coupon government bonds in the UK? I need to estimate the risk free rate in UK for the last five years...
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I think according to Prof Damodaran's lecture you need to find the 5 year bond rate - the default spread, so for the UK it would be: 1.5% - 0. RF=1.5% (The adjusted default spread is 0 because UK is a AA1 Rating) Hope this helps.
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