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Complete the following table by filling in the missing zero coupon and forward rates. Show yourwork/how yousetupthe problem. Makesuretoreportyouranswerstoat least four decimal places. Months YTM
Complete the following table by filling in the missing zero coupon and forward rates. Show yourwork/how yousetupthe problem. Makesuretoreportyouranswerstoat least four decimal places.
Months | YTM (annual) | YTMSemiAnnual | ZeroCoupon Rate(annual) | ZeroCoupon(semiannual) | TimePeriod | ForwardRate(semi Annual | ForwardRate(Annual) |
6 | 4.00% | 2.00% | 4.00% | 2.0000% | |||
12 | 4.90% | 2.45% | 4.90% | 2.4500% | 6 to 12 | ||
18 | 5.40% | 2.70% | 12to 18 | ||||
24 | 5.80% | 2.90% | 18to 24 | ||||
30 | 6.20% | 3.10% | 24to 30 | ||||
36 | 6.60% | 3.30% | 30to 36 |
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