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The 3 , 5 and 7 - year spot rates are 6 % , 5 . 7 % and 5 % pa respectively. The 3

The 3,5 and 7-year spot rates are 6%,5.7% and 5% pa respectively. The 3-yearforward rate from time 4 is 5.2% pa. Calculate:f(i)3f(ii)5,2(iii)4yf(iv)3,4The 3,5 and 7-year spot rates are 6%,5.7% and 5% pa respectively. The 3-year
forward rate from time 4 is 5.2% pa. Calculate:
i) y
The 3,5 and 7-year spot rates are 6%,5.7% and 5% pa respectively. The 3-year
forward rate from time 4 is 5.2% pa. Calculate:
(i)f3,1
(ii)f2,2
(iii)y4
iv)f5,2
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