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c . Calculate ( one - year ) implied forward interest rate starting from one year from now. For example, assuming you work this question
c Calculate oneyear implied forward interest rate starting from one year from now. For example, assuming you work this question on June calculate a forward rate, starting from June a year later, to June implied in the yield curve. d Find a yield curve on June by changing date on topleft of the same website and write down the spot interest rates for oneyear bond bill and twoyear bond from the yield curve. Calculate oneyear implied forward interest rate starting from June e Compare the spot interest rate for oneyear bond bill you found in current yield curve in part b with the implied forward rate calculated in part d using the yield curve on June Are the two numbers the same? If not, explain why the two numbers are different. Please show work on microsoft excel with equations.
c Calculate oneyear implied forward interest rate starting from one year from
now. For example, assuming you work this question on June calculate a
forward rate, starting from June a year later, to June implied in
the yield curve.
d Find a yield curve on June by changing date on topleft of the same
website and write down the spot interest rates for oneyear bond bill and twoyear
bond from the yield curve. Calculate oneyear implied forward interest rate
starting from June
e Compare the spot interest rate for oneyear bond bill you found in current yield
curve in part b with the implied forward rate calculated in part d using the yield
curve on June Are the two numbers the same? If not, explain why the
two numbers are different.
Please show work on microsoft excel with equations.
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