Here is a table describes spot rates (continuously compounding) for the four different maturitios. 1) What are the 1.5 year and 2 year forward rules? (Nole: Ruund to the nearest hundredth.) Maturity (Year) 0.5 Spot Rate 3.01 3.21 % 3.53% Forward Rate 3.01% 3.41% 1.5 3.87 % 2) There is a 7% coupon bond (semiannual) caturing in 2 years. A face value is $1,000. Then the price of the bond is S (Note:Round to the nearest bundredth.) 3) Given the bond price from question 2), the continuous compounding yield to maturity is %. (Note: Round to the nearest hundredt) 4) and the duration (Macaulay) of the bond is . (Note: Round to the nearest bundredth.) 5) and the convexity of the bond is (Note: Round to the nearest hundredith) 6) When the vicld on the boad incrcasca by 100 basis point (Ay-0.01), a new bond price with the Taylor Scries approximation (AP -D.P.Ay+0.5.C.P.(Ay) is . (Note: Round to the nearest hundredth.) Here is a table describes spot rates (continuously compounding) for the four different maturitios. 1) What are the 1.5 year and 2 year forward rules? (Nole: Ruund to the nearest hundredth.) Maturity (Year) 0.5 Spot Rate 3.01 3.21 % 3.53% Forward Rate 3.01% 3.41% 1.5 3.87 % 2) There is a 7% coupon bond (semiannual) caturing in 2 years. A face value is $1,000. Then the price of the bond is S (Note:Round to the nearest bundredth.) 3) Given the bond price from question 2), the continuous compounding yield to maturity is %. (Note: Round to the nearest hundredt) 4) and the duration (Macaulay) of the bond is . (Note: Round to the nearest bundredth.) 5) and the convexity of the bond is (Note: Round to the nearest hundredith) 6) When the vicld on the boad incrcasca by 100 basis point (Ay-0.01), a new bond price with the Taylor Scries approximation (AP -D.P.Ay+0.5.C.P.(Ay) is . (Note: Round to the nearest hundredth.)