# Question: Suppose you observe the following 1 year implied forward rates 0 050000

Suppose you observe the following 1-year implied forward rates: 0.050000 (1 year), 0.034061 (2-year), 0.036012 (3-year), 0.024092 (4-year), 0.001470 (5-year).

For each maturity year compute the zero-coupon bond prices, effective annual and continuously compounded zero-coupon bond yields, and the par coupon rate.

For each maturity year compute the zero-coupon bond prices, effective annual and continuously compounded zero-coupon bond yields, and the par coupon rate.

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