Question: Complete the following table by filling in the missing zero coupon and forward rates. Show yourwork/how yousetupthe problem. Makesuretoreportyouranswerstoat least four decimal places. Months YTM

Complete the following table by filling in the missing zero coupon and forward rates. Show yourwork/how yousetupthe problem. Makesuretoreportyouranswerstoat least four decimal places.

Months

YTM

(annual)

YTMSemiAnnual

ZeroCoupon

Rate(annual)

ZeroCoupon(semiannual)

TimePeriod

ForwardRate(semi Annual

ForwardRate(Annual)

6 4.00% 2.00% 4.00% 2.0000%
12 4.90% 2.45% 4.90% 2.4500% 6 to 12
18 5.40% 2.70% 12to 18
24 5.80% 2.90% 18to 24
30 6.20% 3.10% 24to 30
36 6.60% 3.30% 30to 36

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