What would the work for 28-30 be?
starting two years from now, 5.0s P Confirm that the one year zero coupon yield is 5.7911 per cent. 24. The one year forward ra starting two years from now, is 4.0375 per cent. The three year zero coupon yield is 5.64375 per c Confirm that the one year zero coupon yield is 5.6682 per cent. te, starting one year from now, is 7.25 per cent. The one year forward rate, ent. 25. The one year forward rate, starting one year from now, is 7 per cent. The one year forward rate, starting two years from now, is 4.05 per cent. The three year zero coupon yield is 5.525 per cent. Confirm that the one year zero coupon yield is 5.5456 per cent. 26. The one year forward rate, starting one year from now, is 6.75 per cent. The one year forward rate starting two years from now, is 4.0625 per cent. The three year zero coupon yield is 5.40625 per cent. Confirm that the one year zero coupon yield is 5.4234 per cent -(40675), (.adar 27. The one year forward rate, starting one year from now, is 6.5 per cent. The one year forward rate, starting two years from now, is 4.075 per cent. The three year zero coupon yield is 5.2875 per cent. Confirm that the one year zero coupon yield is 5.3015 per cent 28. The one year forward rate, starting one year from now, is 6.25 per cent. The one year forward rate, starting two years from now, is 4.0875 per cent. The three year zero coupon yield is 5.16875 per cent. Confirm that the one year zero coupon yield is 5.1799 per cent. The one year forward rate, starting one year from now, is 6 per cent. The one year forward rate, starting two years from now, is 4.1 per cent. The three year zero coupon yield is 5.05 per cent . Confirm that the one year zero coupon yield is 5.0586 per cent 30. The one year forward rate, starting one year from now, is 5.75 per cent. The one year forward rate, starting two years from now, is 4.1125 per cent. The three year zero coupon yield is 4.93125 per cent. Confirm that the one year zero coupon yield is 4.9376 per cent. 31, The one year forward rate, starting one year from now, is 5.5 per cent. The one year forward rate, starting two years from now, is 4.125 per cent. The three year zero coupon yield is 4.8125 per cent. Confirm that the one year zero coupon yield is 4.817 per cent. 32. The one year forward rate, starting one year from now, is 5.25 per cent. The one year forward rate, starting two years from now, is 4.1375 per cent. The three year zero coupon yield is 4.69375 per cent. onfirm that the one year zero coupon yield is 4.6967 per cent. 3. The one year forward rate, starting one year from now, is 5 per cent. The one year forward rate tarting two years from now, is 4.15 per cent. The three year zero coupon yield is 4.575 per cent. onfirm that the one year zero coupon yield is 4.5767 per cent. ,oss)(1.04135 835-(1.0s Page 3 of 4
