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2. Based on the following (zero-coupon) yield curve, what would be the forward price of 2-year Treasury note with 2% coupon rate and $1,000 par

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2. Based on the following (zero-coupon) yield curve, what would be the forward price of 2-year Treasury note with 2% coupon rate and $1,000 par value, which is to be delivered one year from now? (Coupons are paid annually.) Time to Maturity (Years) Zero Coupon Yield 1 0.75% 2 1.15% 3 1.45% 4 1.75% 5 1.90%

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