The following information relates to the next two questions.

The three$-$year implied spot rate is closest to: A$.3\mathrm{.}45\%$ B$.3\mathrm{.}55\%$ C$.2\mathrm{.}60\%.$

The value per $100$ of par value of a four$-$year, $4\%$ coupon bond with interests paid annually

is closest to

A$.102\mathrm{.}8.$ B$.1026.$ C$.1023.$

A bond offers a $6\%$ coupon rate and has three years to maturity. Interest is paid annually.

The benchmark spot rates are $3\%,4\%$ and $5\%$ for one$-$ to three$-$year maturities, respectively,

The bond price is $98\mathrm{.}35.$

Then the Z$-$apread is closest to: A$.150bps$ B$.160pbs$ C$.170bps.$

The one$-$ to three$-$ycar spot rates are $4\%,5\%,$ and $6\%,$ respectively. The forward price for a

two$-$year zero coupon bond beginning in three ycars

is known to be $0\mathrm{.}8.$ Then the five$-$year spot rate is closest to: A$.8\mathrm{.}0\%$

A$.8\mathrm{.}15\%$

C$.8\mathrm{.}3\%$

An important number in the video that we watched in class on Feb. $21$ is closed to

A$.700,000$

B$.500,000$

C$.200,000$