Question
With the spot rates given below, calculate the corresponding 2-Y Par yield rate. ( Enter your answer as a decimal rounded to 4 decimal places)
With the spot rates given below, calculate the corresponding 2-Y Par yield rate.
(Enter your answer as a decimal rounded to 4 decimal places)
| Maturity | Zero Rates (%) | Par Rates (%) |
| 0.5 | 4.00000 |
|
| 1 | 3.50000 |
|
| 1.5 | 4.50000 |
|
| 2 | 5.00000 |
|
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Offshore Finance And State Power
Authors: Andrea Binder
1st Edition
0192870122, 978-0192870124
