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Q: A 3-year bond with a yield of 10% (simple annual compounding) pays 10% coupon at the end of each year a) What is the bond's price? b) What is the bond's duration? c) Use the duration to calculate the effect on the bond's price of a 0.1% increase in its yield Q: Calculate forward LIBOR rates implied by the following Zero rates Year (n)Zero rate for an Forward rate period (starts Forward rate n-year investment (% per annum, cont. compounding) (% per annum cont compounding) n. ends in 4.0 4.4 5.0 5.8 12 months to 24 months 24 months to 36 months 36 months to 48 months 24 months to 48 months 4