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Maturity (Years) Zero Rates (%) 0.5 2.21 1.0 2.74 1.5 3.11 2.0 3.70 2.5 3.90 3.0 4.05 3.5 4.27 4.0 4.50 2) Using the above
Maturity (Years) Zero Rates (%) 0.5 2.21 1.0 2.74 1.5 3.11 2.0 3.70 2.5 3.90 3.0 4.05 3.5 4.27 4.0 4.50
2) Using the above zero rates, calculate the yield to maturity and current yield.
| Maturity (Years) | Zero Rates (%) |
| 0.5 | 2.21 |
| 1.0 | 2.74 |
| 1.5 | 3.11 |
| 2.0 | 3.70 |
| 2.5 | 3.90 |
| 3.0 | 4.05 |
| 3.5 | 4.27 |
| 4.0 | 4.50 |
2) Using the above zero rates, calculate the yield to maturity and current yield.
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