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CPN (%) PRC CHG YLD (%) YLD CHG 30-Year Bond 1.375 -2/32 1.426 0.007 10-Year Note 0.625 -1/32 0.676 0.007 7-Year Note 0.5 0/32 0.459

CPN (%)

PRC CHG

YLD (%)

YLD CHG

30-Year Bond

1.375

-2/32

1.426

0.007

10-Year Note

0.625

-1/32

0.676

0.007

7-Year Note

0.5

0/32

0.459

0.004

5-Year Note

0.25

0/32

0.264

-0.003

3-Year Note

0.125

0/32

0.154

-0.003

2-Year Note

0.125

0/32

0.137

-0.004

1-Year Bill

0

0/32

0.124

-0.003

6-Month Bill

0

0/32

0.104

-0.005

3-Month Bill

0

0/32

0.096

0.000

1-Month Bill

0

0/32

0.081

0.000

(b) Find the three-year forward rate expected one year from today

(c) Find the one-year forward rate expected nine-years from today

(d) Find the two-year forward rate expected two-years from today

(e) Find the 2-year forward rate expected four-years from today

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