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