Consider the following information on a yield curve (where t = 0 is now) Time (in years) to Maturity (TTM) Effective Annual Rate 1 .01 2 .015 3 .02 4 .0225 5 .0235 Using this yield curve, calculate the present value of the following payment streams: a. $100 at t = 1, b. $100 at t = 2, c. $100 at t = 3, d. $100 at t = 4, e. $100 at t = 5, f. $100 at t = 1 and $100 at t = 4 g. $200 at t = 2 and $200 at t = 5 Also using the above yield curve, calculate the forward rate for the one-year yield next year at t = 1. If you take your answer to b above divided by your answer to a above and then subtract 1, do you get the same answer? Consider the following two strategies for getting a return over three years: Strategy 1: Invest for three years at the three year rate; Strategy 2: invest at the two-year rate for two years and then roll over into the one-year rate in two years. You can calculate a forward rate for the one-year rate in two years (at t = 2) by considering the one-year rate in two years that would make you indifferent between Strategy 1 and Strategy 2. What is that forward rate