(a) (i)x(ii)100=e5/41100=95.12=e5/215+eY2100+5Y=4.88% (iii) e5%1z100+e4.88%2z100+e7%3z100+100=100z=7.10% (iv) eY2=e5%1ef(1,j)1 One - year forward rate for 2nd year: e7%3=ey2ef(2,1)1 (a) Given the following information (coupons, if any, are paid once a year). (15 Marks) Required: (i) Compute X for Bond A. (ii) Compute Y for Bond B. (2 marks) (iii) Compute Z for Bond C. (4 marks) iv) Compute the one-year forward rates for the 2nd and 3rd years (continuous compounding)