1)

Time for more duration - here are the variables| solve for the highlighted metrics (THREE decimal places)
	t0
par value	$1,000.0	EFFDUR
coupon rate	0.500%	EFFCON
YTM (yield to maturity)	4.500%
term	3
frequency	1
coupon
If rates change by	-1.500%	that means the YTM changes by this amount
what is the estimated new PRICE (with both adjustments)
EFFDUR and EFFCON

2) TEB -
	scenario 1	scenario 2	scenario 3
Taxable interest rate	1.000%		2.400%
Income tax rate	24.000%	21.000%
tax exempt rate	1.316%	1.000%	1.800%

3) you have the following assumptions and spot rates - solve for the implied forward rates
	t0	t1	t2	t3
One-year rate	1.330%	???	???	???
Two-year rate	1.590%	???	???
Three-year rate	1.810%
Four-year rate	2.030%
Implied forward 1 year rate t+1f1			at time t+1 (in one year)
Implied forward 1 year rate t+2f1			at time t+2 (in two years)
Implied forward 2 year rate t+1f2			at time t+1 (in one year)
Implied forward 1 year rate t+3f1			at time t+3 (in three years)
Implied forward 2 year rate t+2f2			at time t+2 (in two years)