You are the head of Treasury in Bony Mellon. Your interest rate dealers are asking you to create a zero-interest rate treasury yield curve for Indian Rupee. You access your Reuters Screen for relevant data and prepare a table as given below as on 1st November 2022: Type of Indian Security TB TB G Sec G Sec G Sec Maturity Date 31/1/2023 30/4/2023 1/11/2023 30/4/2024 1/11/2024 Annual coupon 0 0 6.46 8.98 12 Bond price 97.5 94.9 Create a yield curve and calculate the 6-month interest rate after 6 months and the 3-month interest rate after 3 months. 96.0 101.42 101.6

YOu are the head of Treasury in Bony Mellon. Your interest rate dealers are asking you to create a zero-interest rate treasury yield curve for Indian Rupee. You access your Reuters Screen for relevant data and prepare a table as given below as on 1st November 2022: te yield curve and calculate the 6-month interest rate after 6 months and the 3 -month interest after 3 months