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as at June 2030 SD SD USD USD 5.00% 1 yr zero/spot to June 2031 6.00% 2 yr zero to June 2032 7.00% 3 yr

as at June 2030 SD SD USD USD 5.00% 1 yr zero/spot to June 2031 6.00% 2 yr zero to June 2032 7.00% 3 yr zero to June 2033 8.00% 4 yr zero to June 2034 10 One hundred dollars at June 2030 can be converted into what sum by June 2033 11 One hundred dollars at June 2030 can be converted into what sum by June 2034 12 In the example, the term structure of $ rates is upwardly sloping as at June 2030 13 What is the expected one year rate that will apply from June 2032 to June 2033 14 What is the expected one year rate that will apply from June 2033 to June 2034 15 What is the price in June 2030 of a three year 8% bond with flows of 8 (June 2031) and 8 (in June 2032) and 108 (in June 2033) 16 What is the yield to maturity (IRR) on the bond above 17 What is the price in June 2030 of a four year 8% bond with flows of 8 (June 2031), 8 (in June 2032), 8 (in June 2033) and 108 (in June 2034) 18 What is the yield to maturity (IRR) on the bond above 19 What is the expected two year zero rate that will apply from June 2031 to June 2033 20 What is the expected two year zero rate that will apply from June 2032 to June 2034

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