Question: Excel solution preferred. Don't worry about graphing. n i A 1 2 3 3. [8] Given the term structure i, for n = 1,2, ...,12,

 Excel solution preferred. Don't worry about graphing. n i A 1

Excel solution preferred. Don't worry about graphing.

n i A 1 2 3 3. [8] Given the term structure i, for n = 1,2, ...,12, in the table below, (a) Compute the corresponding forward and par yields (b) Plot the term structure as in Excel Chapter 7 Portfolio, Table 7.2 tab. in 3.5% 3.8% 4.1% 4 4.4% 4.7% 5.0% 4.5% 4.3% 4.1% 3.9% 3.8% 3.5% 0.26% 5 6 7 8 9 10 11 12 3.63% ANS: At t = 12, ii2 = 3.5%, if2 = 0.26%, ip = 3.63%. n i A 1 2 3 3. [8] Given the term structure i, for n = 1,2, ...,12, in the table below, (a) Compute the corresponding forward and par yields (b) Plot the term structure as in Excel Chapter 7 Portfolio, Table 7.2 tab. in 3.5% 3.8% 4.1% 4 4.4% 4.7% 5.0% 4.5% 4.3% 4.1% 3.9% 3.8% 3.5% 0.26% 5 6 7 8 9 10 11 12 3.63% ANS: At t = 12, ii2 = 3.5%, if2 = 0.26%, ip = 3.63%

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