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Calculate zero and forward rates using the following information. Face value Price Maturity in years Coupon 100 98 0.5 0.00 100 96 1 0.00 100
Calculate zero and forward rates using the following information.
Face value | Price | Maturity in years | Coupon |
100 | 98 | 0.5 | 0.00 |
100 | 96 | 1 | 0.00 |
100 | 99.25 | 1.5 | 1.5 every six months. Total 3.0 per year. |
100 | 99.90 | 2 | 2.0 every six months. Total 4.0 per year. |
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