Question: NEED IT ASAP PLS 1)using this data calculate the zero rates and forward rates and fill in the following table. The Forward Rate is the
NEED IT ASAP PLS
1)using this data calculate the zero rates and forward rates and fill in the following table. The Forward Rate is the one that will apply for a maturity as listed in the first column with the investment beginning in six months.
2) Based on the data in Question above what is the value of a forward rate agreement (FRA) that promises to pay 6% on $1,000,000 beginning in six months that lasts for one year?
| Maturity | Annual Coupon Rate | Price |
| 1 month | 0.00% | $ 99.62 |
| 3 months | 0.00% | $ 98.80 |
| 6 months | 0.00% | $ 97.50 |
| 12 months | 0.00% | $ 95.00 |
| 18 months | 4.50% | $ 99.29 |
| 24 months | 6.25% | $ 102.35 |
| 30 months | 5.00% | $ 99.08 |
| 36 months | 5.50% | $ 95.94 |
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