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2. What would the 0.5, 1, 1.5 and 2 year zero rates be for the following set of Forward rates? (20 marks) Zn (%) 1.9

2. What would the 0.5, 1, 1.5 and 2 year zero rates be for the following set of Forward rates? (20 marks) Zn (%) 1.9 n (years) 0.5 1 1.5 2 F.(%) 1.9 2.4 2.75 2.9 2.15 2.35 2.49

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