Question: (d) and (e) only please The function s(t) = 0.1-0.03 e-t/4 provides the term structure of effective annual rates of zero coupon bonds of maturity

(d) and (e) only please The function s(t) = 0.1-0.03 e-t/4

(d) and (e) only please

The function s(t) = 0.1-0.03 e-t/4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with t in years. Find the following: (a) The effective annual rate of a 3 year zero coupon bond. (b) The 2-year forward effective annual rate for a one year period. (c) The forward effective annual rate for a one year period. 3 years forward. (d) The 3-year forward effective annual rate for a 3 month period. (e) The forward effective annual rate for a one day period. 3 years forward (the "overnight rate). (Use 1/365 for a one-day period.)

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