Problem #6: The function s(t)-0.11-0.03 e-#4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with t 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.) Answer as a percentage, correct to 2 decimals Problem #6(a): 9.58 Answer as a percentage, correct to 2 decimals Problem #6(b): 110.38 Answer as a percentage correct to 2 decimals Problem #6(c): 10.87 Answer as a percentage, correct to 2 decimals Problem #6(d): 2.59 Answer as a percentage correct to 2 decimals Problem #6(e): 2.34 Just Save Submit Problem #6 for Grading Problem #6 | Attempt #1 Attempt #2 Attempt#3 | Attempt #4 | Attempt #5 6(a) 6(b) 6(c) 6(d) 6(e) 6(a) 6(b) 6(c) 6(d) 6(e) 6(a) 6(b) 6(c) 6(d) 6(e) Your Answer: 6(a) 9.58 6(a) 6(b) 10.38 6(b) 6(c) 10.876(c) 6(d) 2.59 6(d) 6(e) 2.34 6(e) Your Mark: 6(a) 2/2 6(a) 6(b) 0/2X 6(b) 6(c) 0/2X 6(c) 6(d) 0/2x 6(d) 6(e) 0/2x6(e) 6(a) 6(b) 6(c) 6(d) 6(e) 6(a) 6(b) 6(c) 6(d) 6(e) 6(a) 6(b) 6(c) 6(d) 6(e)