bob buys

7. Here is a table describes spot rates (continuously compounding) for the four different maturities Compute forwards and fill your answer in the blank Maturity (Year) 0.5 seotRate- 3.01 % 3.53 % 387% 1.5 8. Using the above zero rates, compute a 6 % semiannual coupon bond maturing in 2 years 9. A 6 month zero-coupon bond price is now $ 98. Compute a 6 month continuously compounded zero rate and find an equivalent rate with semi-annual compounding per year 10. When you analyze a sloping of yield curve for spot rate, forward rate, and par yield, you will see two distinct patterns. Fill in the blank area. 1) For an upward sloping yield curve: toward rate >or yield-->-s 2) For a downward sloping yield curve: 7. Here is a table describes spot rates (continuously compounding) for the four different maturities Compute forwards and fill your answer in the blank Maturity (Year) 0.5 seotRate- 3.01 % 3.53 % 387% 1.5 8. Using the above zero rates, compute a 6 % semiannual coupon bond maturing in 2 years 9. A 6 month zero-coupon bond price is now $ 98. Compute a 6 month continuously compounded zero rate and find an equivalent rate with semi-annual compounding per year 10. When you analyze a sloping of yield curve for spot rate, forward rate, and par yield, you will see two distinct patterns. Fill in the blank area. 1) For an upward sloping yield curve: toward rate >or yield-->-s 2) For a downward sloping yield curve