What is the forward rate of a forward loan that will be lent at the beginning of year 3 and paid at the end of year 5 Use the following yield curve One year zero coupon rate 0 5 Two year zero coupon rate 0 80 Three year zero coupon rate 1 20 Four year zero coupon rate 1 30 Five year zero coupon rate 1 45 A 1 99 B 2 05 O C 2 26 OD 2 17 E 1 89 What would be the forward price of 3 year Treasury note with 2 coupon rate and $1,000 par value, which is to be delivered two year from now, based on the following yield curve (Coupons are paid annually ) One year zero coupon rate 0 55 Two year zero coupon rate 0 65 Three year zero coupon rate 0 90 Four year zero coupon rate 1 30 Five year zero coupon rate 1 90 A $991 83 B $1,000 12 C $976 54 D $986 78 E $979 46 What is the forward rate of a forward loan that will be lent at the beginning of year 3 and paid at the end of year 5 Use the following yield curve One year zero coupon rate 0 5 Two year zero coupon rate 0 80 Three year zero coupon rate 1 20 Four year zero coupon rate 1 30 Five year zero coupon rate 1 45 A 1 99 B 2 05 O C 2 26 OD 2 17 E 1 89 What would be the forward price of 3 year Treasury note with 2 coupon rate and $1,000 par value, which is to be delivered two year from now, based on the following yield curve (Coupons are paid annually ) One year zero coupon rate 0 55 Two year zero coupon rate 0 65 Three year zero coupon rate 0 90 Four year zero coupon rate 1 30 Five year zero coupon rate 1 90 A $991 83 B $1,000 12 C $976 54 D $986 78 E $979 46

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What is the forward rate of a forward loan that will be lent at the beginning of year 3 and paid at the end of year 5  Use the following yield curve  One year zero coupon rate  0 5  Two year zero coupon rate  0 80  Three year zero coupon rate  1 20  Four year zero coupon rate  1 30  Five year zero coupon rate  1 45  A  1 99  B  2 05  O C  2 26  OD  2 17  E  1 89  What would be the forward price of 3 year Treasury note with 2  coupon rate and $1,000 par value, which is to be delivered two year from now, based on the following yield curve  (Coupons are paid annually ) One year zero coupon rate  0 55  Two year zero coupon rate  0 65  Three year zero coupon rate  0 90  Four year zero coupon rate  1 30  Five year zero coupon rate  1 90  A  $991 83 B   $1,000 12  C  $976 54 D  $986 78 E  $979 46 What is the forward rate of a forward loan that will be lent at the beginning of year 3 and paid at the end of year 5  Use the following yield curve  One year zero coupon rate  0 5  Two year zero coupon rate  0 80  Three year zero coupon rate  1 20  Four year zero coupon rate  1 30  Five year zero coupon rate  1 45  A  1 99  B  2 05  O C  2 26  OD  2 17  E  1 89  What would be the forward price of 3 year Treasury note with 2  coupon rate and $1,000 par value, which is to be delivered two year from now, based on the following yield curve  (Coupons are paid annually ) One year zero coupon rate  0 55  Two year zero coupon rate  0 65  Three year zero coupon rate  0 90  Four year zero coupon rate  1 30  Five year zero coupon rate  1 90  A  $991 83 B   $1,000 12  C  $976 54 D  $986 78 E  $979 46

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What is the forward rate of a forward loan that will be lent at the beginning of year 3 and paid at the end of

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