At date t = 0, we observe the following zero-coupon rates in the market: Maturity t 1 Liquidity R(O,t) Premium L(t) 4.000% 5.000% 0.200% 5.500% 0.275% 4 5.710% 0.325% 5 7.570% 0.380% Taking into account these rates and liquidity premia, what is the 1-year maturity future rates expected by the market Fa(0,4,5)? Answer in percentage with 3 decimal digits accuracy. Example: 8.561. Blank Excel Worksheet 2|3 Your Answer: Answer

At date t=O, we observe the following zero-coupon rates in the market Taking into account these rates and liquidity premia, what is the 1 -year maturity future rates expected by the market Fa(0,4,5) ? Answer in percentage with 3 decimal digits accuracy, Example: 8.561. Blank Excel Worksheet Your