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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.


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