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suppose that the current 1-year spot rate is known to be 5%. Furthermore, the next year's spot rate curve (s'k) is also predicted, according to
suppose that the current 1-year spot rate is known to be 5%. Furthermore, the next year's spot rate curve (s'k) is also predicted, according to expectations dynamics. st S'3 0.060 2 0.054 0.059 0.067 0.073 Determine the time zero discount factors di, d2. ...,db. (Keep your answer in decimal format 4 decimal places, e.g.O1234. Do not give in percent format e.g. 123496) Only key in the value of ds
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