Question: Assume that the continuously compounded zero rate curve is t re(0, t) = 0.02 +0.01- 1 + t (i) find the instantaneous interest rate

Assume that the continuously compounded zero rate curve is t re(0, t)

Assume that the continuously compounded zero rate curve is t re(0, t) = 0.02 +0.01- 1 + t (i) find the instantaneous interest rate curve; (ii) compute the corresponding annually compounded zero rate curve; (iii) compute the corresponding semiannually compounded zero rate curve.

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