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#3. Below are the prices (per $100 of face value) of a series of zero-coupon risk-free debts that differ only in the time to maturity, from the end of the first to the end of the 10th period. P:=97.0493.2489.3685.4080.8576.3571.7368.3865.1962.15 Calculate the continuously compounded yield per period on each those instruments. Plot this term structure. Calculate the series of one-period forward rates from this term structure. Under the pure-expectations model to what do these forward rates correspond? #3. Below are the prices (per $100 of face value) of a series of zero-coupon risk-free debts that differ only in the time to maturity, from the end of the first to the end of the 10th period. P:=97.0493.2489.3685.4080.8576.3571.7368.3865.1962.15 Calculate the continuously compounded yield per period on each those instruments. Plot this term structure. Calculate the series of one-period forward rates from this term structure. Under the pure-expectations model to what do these forward rates correspond