At date t = 0, we observe the following zero-coupon rates in the market: Maturity t Liquidity R(0,t) Premium L(t) 1 4.000% 2 5.000% 0.200% 3 5.500% 0.275% 4 5.860% 0.325% 5 7.680% 0.290% Taking into account these rates and liquidity premia, what is the 1-year maturity Forward rate anticipated (i.e. expected) bye the market F(0,4,5) - (Answer in percentage with 3 decimal points accuracy.) Blank Excel Worksheet

At date t=0, we observe the following zero-coupon rates in the market: Taking into account these rates and liquidity premia, what is the 1-year maturity Forward rate anticipated (i.e. expected) bye the market Fa(0,4,5) - (Answer in percentage with 3 decimal points accuracy.) Blank Excel Worksheet