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Time Period Forward Rate 0y1y 0.70% 1y1y 1.25% 2y1y 2.99% 3y1y 3.15% 4y1y 3.01% What is the 4-year implied spot rate? What is the value

Time Period

Forward Rate

0y1y

0.70%

1y1y

1.25%

2y1y"

2.99%

3y1y

3.15%

4y1y

3.01%

  1. What is the 4-year implied spot rate?
  2. What is the value per 100 of par value of a four-year, 6% coupon bond, with interest payments paid annually?

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