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The nominal Treasury yield curve is flat at 3% per annum. All rates are compounded semiannually. (Show Work). What is the value of an FRA

The nominal Treasury yield curve is flat at 3% per annum. All rates are compounded semiannually. (Show Work).

What is the value of an FRA where the holder receives interest at the rate of 4% per annum for a six-month period on a principal of $1,000 starting in two years?

If the nominal Treasury yield curve changed to 2.8% per annum, what would happen to the value of the FRA?

How might a reduced nominal Treasury yield curve affect investment opportunities?

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