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ads/Homework%202.pdf HKBU Moodle The Noble Quran -... Soccer Streams - de... Crdit Agricole CIB... Homework 2.docx 2 2 / 2 | - 92% + Q The evolving MPF... jis jijis juis Search Summer Jobs Year (Period) Yield to Maturity Spot Rate (%) (%) Year (Period) Yield to Maturity Spot (%) Rate % 0.5 (1) 5.25 5.25 5.5 (11) 7.75 7.97 1.0 (2) 5.50 5.50 6.0 (12) 8.00 8.27 1.5 (3) 5.75 5.76 6.5 (13) 8.25 8.59 2.0 (4) 6.00 ? 7.0 (14) 8.50 8.92 2.5 (5) 6.25 ? 7.5 (15) 8.75 9.25 3.0 (6) 6.50 ? 8.0 (16) 9.00 9.61 I 3.5 (7) 6.75 ? 8.5 (17) 9.25 9.97 4.0 (8) 7.00 ? 9.0 (18) 9.50 10.36 4.5 (9) 7.25 ? 9.5 (19) 9.75 10.77 5.0 (10) 7.50 ? 10.00 (20) 10.00 11.20 (a) Calculate the missing spot rates. (b) What should the price of a 6% 5.5-year Treasury security be? (c) What is the six-month forward rate starting in the seventh year? New Chrome available

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