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On 15 May 2020, 1-year U.S. Treasury notes have been priced @ 0.62%, two-year @ 0.66%, three-year @ 0.68%, four-year @ 0.70% and five-year @
On 15 May 2020, 1-year U.S. Treasury notes have been priced @ 0.62%, two-year @ 0.66%, three-year @ 0.68%, four-year @ 0.70% and five-year @ 0.75%. Estimate the implied forward rate of interest for a four-year security in one year (t+1r4).
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