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Question 1 12 pts Suppose you are given the following term structure of continuously compounded rates, Rc. Please fill in the remaining columns. Note that
Question 1 12 pts Suppose you are given the following term structure of continuously compounded rates, Rc. Please fill in the remaining columns. Note that I ask for annual compounded rates in the APR column (m=1), and that I ask for continuously compounded forward rates in the final column. You must enter rate in decimal form including leading zero, rounded to the nearest basis point, such as '0.0234'! For prices, enter in dollars and cents rounded to the nearest hundredth of a cent, as in '0.9624'. Do not type a '$' symbol. Year Rc R(APR, m=1) P(0,t) Par coupon yield, c r(t1, t2) cont. comp. $ 1 0.0325 $ 2. 0.0365 $ 3 0.0398 Question 1 12 pts Suppose you are given the following term structure of continuously compounded rates, Rc. Please fill in the remaining columns. Note that I ask for annual compounded rates in the APR column (m=1), and that I ask for continuously compounded forward rates in the final column. You must enter rate in decimal form including leading zero, rounded to the nearest basis point, such as '0.0234'! For prices, enter in dollars and cents rounded to the nearest hundredth of a cent, as in '0.9624'. Do not type a '$' symbol. Year Rc R(APR, m=1) P(0,t) Par coupon yield, c r(t1, t2) cont. comp. $ 1 0.0325 $ 2. 0.0365 $ 3 0.0398
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