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Calculate the zero rate and the forward rate (continuously compounded) for the following Treasury curve: 95 Maturity Annual coupon Price 0.5 0 98 1 0

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Calculate the zero rate and the forward rate (continuously compounded) for the following Treasury curve: 95 Maturity Annual coupon Price 0.5 0 98 1 0 1.5 7% 102 2 6.5% 101 2.5 6.8% 99.8 3 6.9% 100.5 Calculate the zero rate and the forward rate (continuously compounded) for the following Treasury curve: 95 Maturity Annual coupon Price 0.5 0 98 1 0 1.5 7% 102 2 6.5% 101 2.5 6.8% 99.8 3 6.9% 100.5

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