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You have the following Yield to maturities on Zero-coupon Year YTM: 1.3.196 2.3.3% 3.3.2% 4.3.1% 5.3.0% If you want to invest $100 in one year

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You have the following Yield to maturities on Zero-coupon Year YTM: 1.3.196 2.3.3% 3.3.2% 4.3.1% 5.3.0% If you want to invest $100 in one year at the implied 2nd year's future short rate, what can yo Invest 96.99 in 1 year t-bills, borrow this money today in 2 year t-bills Borrow 100 in 1 year t-bills, invest this money today in 2 year t-bills Borrow 93.28 in 1 year t-bills, invest this money today in 2 year t-bills Invest 93.28 in 1 year t-bills, borrow this money today in 2 year t-bills Invest 100 in 1 year t-bills, borrow this money today in 2 year t-bills Borrow 96.99 in 1 year t-bills, invest this money today in 2 year t-bills to lock this in? (This means it costs you nothing today, but 100 at time one) short rate, what can you do today using T-bills to lock this in? (This means it costs you not bills s ills ills Is

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