Question: 6 Given a Government Floating Rate Note with coupon 1 year government rate using the following Zero Coupon Curve with a first 3% coupon already

6 Given a Government Floating Rate Note with coupon 1 year government rate using the following Zero Coupon Curve with a first 3% coupon already fixed 6 months ago that will be paid in 6 months.

6 months Zero Coupon Rate: 3,8%

1.5 years Zero Coupon Rate: 4%

2.5 years Zero Coupon Rate: 4,5%

3.5 years Zero Coupon Rate: 5%

Compute Yield

3%

1,5%

3,8%

1,9%

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