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Suppose we observe the prices of 7-year zero-coupon (with a face value of $91.36) and year 6-to-7 forward rate as follows: P(0,7) = $90.9991 and

Suppose we observe the prices of 7-year zero-coupon (with a face value of $91.36) and year 6-to-7 forward rate as follows: P(0,7) = $90.9991 and f(6,7) = 0.00064117%. Extract the 7-year continuously compounded yields y(0,7)

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