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You are given the following information about 4 Bonds. Assume that Face VAlue of all the bonds = $100.00. Coupons are paid semiannually. Find the

You are given the following information about 4 Bonds. Assume that Face VAlue of all the bonds = $100.00. Coupons are paid semiannually.

Find the 6 month forward rate at t = .5: (_0.5R₁).

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Bond A B C D Maturity in Years Coupon Rate Price in $ Zero Rate 0.5 0.00% 96 8.1644% 1 0.00% 90 10.5361% 1.5 10.00% 98 11.2467% 2 16.00% 105 12.9470%

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