How to calculate this one

What is the effective annual par coupon yield for a bond maturing in 1 month? Assume bond pays monthly coupons at the end of each month. Note that using derived equation will give a monthly rate since we are working with monthly intervals in this set. The effective annual rate = (1 + monthly rate)^12 - 1. P(0,t) Par Yield Forward (CC) APR m=12 Year (t) 0.083333 0.166667 0.25 Rcc 0.025 0.023 0.021 0.0021 0.0253 (with margin: 0.0001) What is the effective annual par coupon yield for a bond maturing in 1 month? Assume bond pays monthly coupons at the end of each month. Note that using derived equation will give a monthly rate since we are working with monthly intervals in this set. The effective annual rate = (1 + monthly rate)^12 - 1. P(0,t) Par Yield Forward (CC) APR m=12 Year (t) 0.083333 0.166667 0.25 Rcc 0.025 0.023 0.021 0.0021 0.0253 (with margin: 0.0001)