Question: For the Treasury curve with the data given below. a) Estimate the forward rates assuming they are piecewise constant. b) Estimate the forward rates assuming

For the Treasury curve with the data given below. a) Estimate

For the Treasury curve with the data given below. a) Estimate the forward rates assuming they are piecewise constant. b) Estimate the forward rates assuming they are piecewise linear. Ending forward rate for interval equals the starting forward rate for next interval. Functional form of the forward rates are given below Can use excel with the solver function for this exercise. For the Treasury curve with the data given below. a) Estimate the forward rates assuming they are piecewise constant. b) Estimate the forward rates assuming they are piecewise linear. Ending forward rate for interval equals the starting forward rate for next interval. Functional form of the forward rates are given below Can use excel with the solver function for this exercise

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