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The current price of $1 par of a zero maturing at time 2 is $0.90 The current price of $1 par of a zero maturing

The current price of $1 par of a zero maturing at time 2 is $0.90

The current price of $1 par of a zero maturing at time 3 is $0.84

c) What is the 3-year spot rate?

d) What is the dollar duration of $1 par of the 3-year zero?

e) What is the dollar convexity of $1 par of the 3-year zero?

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