Type Color Legend 2 Dec21 3 Jan22 9 Mar22 99.810 99.815 4 Feb22 45754 5217 99.740 174807 99.795 99.735 99.550 +.005 @ Apr22 Sep22 9 Dec22 758223 EDZ s99.055 +.015 What 99.065/99.070 51 x 194 Pre 99.040 At 15:02 d Vol 321747 Op 99.050 Hi 99.090 Lo 99.025 Open In 1496711 EDZ2 COMB Comdty Export Settings Futures Contract Table 3 Month Eurodollar Future As of 11/12/21 Source Chicago Mercantile Exchange Session COMB Display Quoted Value Specific Exchange Symbol GE Currency USD Aggr Vol 2,622,656 Aggr Open Int 12,430,175 Futures Spreads Strategies Show Weekly Monthly Quarterly Seasonal Yearly Description Time Bid Ask Open Int Volume Yest Settle Last! Chg Settle Nov21 15:02 99.8400 99.8425 186657 34759 99.8375 99.8400s +.0025 15:02 99.7900 99.7950 1332043 181665 99.7900 99.79005 15:02 137746 20447 99.810 99.8105 15:02 99.790 99.800 99.795 15:02 99.735 1023987 99.7355 15:02 99.680 99.685 3652 751 99.680 99.6805 7) Jun22 15:02 99.545 805943 165247 99.535 99.540s 15:02 99.325 99.330 196897 99.320 +.010 15:02 99.065 99.070 1496711 321747 99.040 99.0555 +.015 10 Mar23 15:02 98.845 98.650 926384 98.820 98.8355 +2015 | 11 Jun23 15:02 98.650 98.655 783664 166549 98.615 98.6355 +.020 | 12 Sep23 15:02 98.480 98.485 15.05 699186 166867 20.103 98.445 13) Dec23 15:02 98.4655 +.020 DO 98.410 98.415 2016- To Me 1152588 12.05 98.380 o to 284615 98.390s 20522 14 Mar24 15:02 98.355 +.010 200 9101 98.365 400309 20-30 22:06 20:35 98.335 116512 19 Jun24 0907 15:02 98.3405 10014 98.320 +,005 2013 98.325 423782 12:24 20 90018 98.300 10 Sep24 3690 15:02 98.275 98.285 98.300s www 397689 96219 20-34 98.260 2015 98.2605 17) Dec24 15:02 98.245 98.255 798811 142148 98.230 98.2355 +.005 10 Mar25 15:02 98.210 98.245 323242 48175 98.220 +.005 40 19 Jun25 15:02 98.220 98.235 178655 41616 98.210 98.2155 595 +.005 20 Sep25 15:02 143783 33010 98.195 98.2005 05 +,005 | 2D Dec25 15:02 98.160 98.255 176040 34341 98.160 98.1655 +.005 | 22 Mar 26 15:02 98.140 98.200 79445 23986 98.145 98.1455 23 Jun 26 15:02 97.820 98.230 63846 24003 98.120 98.120 | 24 Sep 26 15:02 97.970 98.290 40386 27576 98.100 98.0955 -.005 29 Dec 26 15:02 97,745 19971 1057 98.065 98.0605 -2005 Delayed Pricing Australia 61 2 9777 8600 Brazil 5511 2395 9000 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 4565 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2021 Bloomberg Finance L.P. SN 812430 EST GMT-5:00 H920-5963-173 12-Nov-2021 17:22:34 99.310 221058 98.225 Table 1 Given the information of Table 1: a) Compute the interest rate that you could lock in today (November 12, 2021) in the futures market for an investment starting on September 15, 2023 and ending on September 15, 2024. Assume that all futures contracts mature on the 15th day of their delivery month and use a 30/360 day-count. Give this rate as an annual rate which is annually compounded. Type Color Legend 2 Dec21 3 Jan22 9 Mar22 99.810 99.815 4 Feb22 45754 5217 99.740 174807 99.795 99.735 99.550 +.005 @ Apr22 Sep22 9 Dec22 758223 EDZ s99.055 +.015 What 99.065/99.070 51 x 194 Pre 99.040 At 15:02 d Vol 321747 Op 99.050 Hi 99.090 Lo 99.025 Open In 1496711 EDZ2 COMB Comdty Export Settings Futures Contract Table 3 Month Eurodollar Future As of 11/12/21 Source Chicago Mercantile Exchange Session COMB Display Quoted Value Specific Exchange Symbol GE Currency USD Aggr Vol 2,622,656 Aggr Open Int 12,430,175 Futures Spreads Strategies Show Weekly Monthly Quarterly Seasonal Yearly Description Time Bid Ask Open Int Volume Yest Settle Last! Chg Settle Nov21 15:02 99.8400 99.8425 186657 34759 99.8375 99.8400s +.0025 15:02 99.7900 99.7950 1332043 181665 99.7900 99.79005 15:02 137746 20447 99.810 99.8105 15:02 99.790 99.800 99.795 15:02 99.735 1023987 99.7355 15:02 99.680 99.685 3652 751 99.680 99.6805 7) Jun22 15:02 99.545 805943 165247 99.535 99.540s 15:02 99.325 99.330 196897 99.320 +.010 15:02 99.065 99.070 1496711 321747 99.040 99.0555 +.015 10 Mar23 15:02 98.845 98.650 926384 98.820 98.8355 +2015 | 11 Jun23 15:02 98.650 98.655 783664 166549 98.615 98.6355 +.020 | 12 Sep23 15:02 98.480 98.485 15.05 699186 166867 20.103 98.445 13) Dec23 15:02 98.4655 +.020 DO 98.410 98.415 2016- To Me 1152588 12.05 98.380 o to 284615 98.390s 20522 14 Mar24 15:02 98.355 +.010 200 9101 98.365 400309 20-30 22:06 20:35 98.335 116512 19 Jun24 0907 15:02 98.3405 10014 98.320 +,005 2013 98.325 423782 12:24 20 90018 98.300 10 Sep24 3690 15:02 98.275 98.285 98.300s www 397689 96219 20-34 98.260 2015 98.2605 17) Dec24 15:02 98.245 98.255 798811 142148 98.230 98.2355 +.005 10 Mar25 15:02 98.210 98.245 323242 48175 98.220 +.005 40 19 Jun25 15:02 98.220 98.235 178655 41616 98.210 98.2155 595 +.005 20 Sep25 15:02 143783 33010 98.195 98.2005 05 +,005 | 2D Dec25 15:02 98.160 98.255 176040 34341 98.160 98.1655 +.005 | 22 Mar 26 15:02 98.140 98.200 79445 23986 98.145 98.1455 23 Jun 26 15:02 97.820 98.230 63846 24003 98.120 98.120 | 24 Sep 26 15:02 97.970 98.290 40386 27576 98.100 98.0955 -.005 29 Dec 26 15:02 97,745 19971 1057 98.065 98.0605 -2005 Delayed Pricing Australia 61 2 9777 8600 Brazil 5511 2395 9000 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 4565 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2021 Bloomberg Finance L.P. SN 812430 EST GMT-5:00 H920-5963-173 12-Nov-2021 17:22:34 99.310 221058 98.225 Table 1 Given the information of Table 1: a) Compute the interest rate that you could lock in today (November 12, 2021) in the futures market for an investment starting on September 15, 2023 and ending on September 15, 2024. Assume that all futures contracts mature on the 15th day of their delivery month and use a 30/360 day-count. Give this rate as an annual rate which is annually compounded