Intro

The Treasury yield curve shows the following yields to maturity for the next $5$ years. $($These yields are spot yields, or yields for zero coupon bonds$)$:

Maturity in years $12345$

YTM in $\%1\mathrm{.}52\mathrm{.}12\mathrm{.}53\mathrm{.}23\mathrm{.}5$

Assume the pure expectations theory holds.

Attempt $1/1$

Part $1$

What is the $1-$year forward rate one year from now?

$4+$ decimals

Attempt $1/1$

Part $2$

What is the $1-$year forward rate two years from now?

$4+$ decimals

Attempt $1/1$

Part $3$

What is the price of a $5\%$ coupon, $1$ year bond? Coupons are paid annually.

$4+$ decimals

Attempt $1/1$

Part $4$

What is the price of a $5\%$ coupon, $4$ year bond? Coupons are paid annually.