Question: Maturity 1 B 9 0 1 2 23 24 compute the forward rates and show workings 1 2 3 4 5 6 7 8

Maturity 1 B 9 0 1 2 23 24 compute the forward rates and show workings 1 2 3 4 5 6 7 8 9 10 Par Coupon Rate

Maturity 1 B 9 0 1 2 23 24 compute the forward rates and show workings 1 2 3 4 5 6 7 8 9 10 Par Coupon Rate 5.23% 4.89% 5.07% 5.26% 5.44% 5.44% 5.44% 5.44% 5.44% 5.44% Treasury Price Zero Prices 100 100 100 100 100 100 100 100 100 100 0.95 0.91 0.87 0.84 0.81 0.77 0.74 0.71 Zero YTM 5.23% 4.88% 4.73% 4.54% 4,41% 4.42% 4.42% 4.42% 0.68 4,42 % 0.65 4.43%

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