Problem #5: The function s(t) = 0.11 -0.04 e = 1/4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with in years. Find the following: (a) The effective annual rate of a 3 year zero coupon bond. (b) The 2-year forward effective annual rate for a one year period. (c) The forward effective annual rate for a one year period, 3 years forward. (d) The 3-year forward effective annual rate for a 3 month period. (e) The forward effective annual rate for a one day period, 3 years forward (the "overnight rate). (Use 1/365 for a one-day period.) Problem #5(a): Problem #5(b): Problem #5(c): IND Answer as a percentage, correct to 2 decimals. Answer as a percentage, correct to 2 decimals. Answer as a percentage, correct to 2 decimals. Answer as a percentage, correct to 2 decimals. Answer as a percentage, correct to 2 decimals. Problem #5(d): Problem #5(e): Just Save Your work has been saved! (Back to Admin Page) Submit Problem #5 for Grading