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As a junior financial analyst at Citibank bond trading desk, John is analyzing the forward rate using the information from zero coupon bonds. Suppose 4

As a junior financial analyst at Citibank bond trading desk, John is analyzing the forward rate
using the information from zero coupon bonds. Suppose 4 year zero coupon bond is priced at
$839.60 and 5 year zero coupon bond is priced at $822.80.
Choose all correct answers. Please note that each incorrect answer will reduce the score by
10%.
The 4 year zero coupon bond which is priced at $839.60 will have a YTM of 4.468%.
The 5 year zero coupon bond which is priced at $822.80 will have a YTM of 3.978%
The forward rate from year 4 to 5 is 2.042%
The 3 year zero coupon bond which is priced at $839.60 will have a YTM of 7%.
The 3 year zero coupon bond which is priced at $839.60 will have a YTM of 8%.
The 4 year zero coupon bond which is priced at $822.80 will have a YTM of 6%
The 4 year zero coupon bond which is priced at $822.80 will have a YTM of 7%
H. The forward rate from year 4 to 5 is 3.04%
I. The forward rate is from 4 to 5 is 4.04%
Please do it correctly and quick!
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