Question: Problem #5: The function s(t) = 0.17 -0.06 - 1/4 provides the term structure of effective annual rates of zero coupon bonds of maturity 1,

Problem #5: The function s(t) = 0.17 -0.06 - 1/4 provides the term structure of effective annual rates of zero coupon bonds of maturity 1, with tin 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. (e) 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.) Problem Sta) 14.17 Answer as a percentage, correct to 2 decimals. Problema 5cb): 15.18 Answer as a percentage correct 2 decimals Problem (c): 0 Answer as a percentage, correct to 2 decimals Problem 5(d): 0 Answer as a percentage, correct to 2 decimals Probleme): 0 Answer as a percentage, correct to 2 decimals Just Save Submit Problem for Grading Attempt s(a) 5(b) Problems Attempt 1 Your Answer: 5(a) 14.17 5(b) 14.40 (c) 32.47 5(d) 44.85 Sle) 48.76 Your Mark 5(a) 2/2 5(b) 0/2 Sic) 0/2 (d) 0/2 se 0/2 5(0) Attempt 2 5(a) 5(b) 15.18 5(c) 5(d) 5(e) 5(a) 5(b) 0/2 5(c) 0/2 5(d) 0/2 50) 0/2 5(0) Attempt 5(a) 5(b) 5(c) 5(0) 5(e) Sca) 5(b) 5(0) 5(0) 5(e) 5(e) 5(a) 5(b) 5(e) 5(d) Attempt as (a 5(b) 5(0) 5(d) 5(e) Sca) 5(b) 5(0) 5(d) Sie

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