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You are given the following information for 4 Bonds: A, B, C, and D. Use this information to answer all the following questions. All interest

You are given the following information for 4 Bonds: A, B, C, and D. Use this information to answer all the following questions.

All interest rate related answers must be entered as a DECIMAL rounded up to 4 DP.

Example: If the answer is 12.3456%, enter 0.1235

[Anything from 0.1234 to 0.1236 will be marked as correct]

Assume that the Face Value of all Bonds is $100.

Assume all Coupons are Paid Semi-Annually.

Bond Maturity in Years Coupon Rate (%) Price in $
A 0.5 0.0% 96.0
B 1.0 0.0% 90.0
C 1.5 10.0% 98.0
D 2.0 16.0%

105.0

Q1. Find the 6-month forward rate at t =1.5: (1.5R2).

Q2. Find the 1-year forward rate at t =0.5: (0.5R1.5).

Q3. Find the 1-year forward rate at t =1: (1R2).

Q4. Find the 1.5-year forward rate at t =0.5: (0.5R2).

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