Question: (5) Using the data in the table below, calculate the 5-year spot and forward rates assuming annual compounding. Show your calculations. US Treasury Note Yield

(5) Using the data in the table below, calculate the 5-year

(5) Using the data in the table below, calculate the 5-year spot and forward rates assuming annual compounding. Show your calculations. US Treasury Note Yield Curve Data Years to Maturity Par coupon YTM Calculated Spot Rates Calculated Forward Rates 1 5 5 5 2 5.2 5.21 5.42 6 6.05 7.75 7 7.16 10.56 7 ? ? STEN 3 4 5

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