Question: 4. Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve. T C 0.5 0.602% 1.0 1.190%

4. Given the semiannual swap curve data given below, find the discount

4. Given the semiannual swap curve data given below, find the discount factors implicit in the swap curve. T C 0.5 0.602% 1.0 1.190% 1.5 1.498% 2.0 2.448% 2.5 2.847% 3.0 2.959% 3.5 3.234% 4.0 3.480% 4.5 3.882% 5.0 3.991% 5. Using the discount factor Z's you calculate in the previous question, calculate the zero-coupon bond yields (spot rates) for all the maturities in the table. Note that you have semi-annual compounding.

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