Problem #5: The function s(t) = 0.17 -0.06 e -14 provides the term structure of effective annual rates of zero coupon bonds of maturity, with in 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. (c) 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 .5(a): 14.17 Answer as a percentage, correct to 2 decimals. Problem 5(b): 15.18 Problem S(c): 0 Answer as a percentage, correct to 2 decimals. Answer as a percentage, correct to 2 decimals. Answer as a percentage, correct to 2 decimals. Problem 25(d): 0 Problem .5(e): 0 Answer as a percentage, correct to 2 dcimals Just Save Submit Problem #5 for Grading Attempt 4 5(a) 5(b) 5(e) Problems Attempt 1 Your Answer: 5(a) 14.17 5(b) 14.40 5(c) 32.47 5(d) 44.85 5(0) 48.76 Your Mark: (a) 2/2 5(b) 0/2 5(c) 0/2x 5(d) 0/2 5(e) 0/2 Attempt #2 5(a) 5(b) 15.18 5(c) 5(d) 0 5(0) 0 5(a) 5(b) 0/2 5(0) 0/2 5(d) 0/2 5(e) 0/2x Attempt #3 5(a) 5(b) 5(0) 5(d) 5(e) 5(a) 5(b) 5(0) 5(d) 5(0) Attempt 5(a) 5(b) 5(e) 5(d) 5(e) 5(a) 5(b) 5(0) 5(d) 5(e) 5(d) 5(a) 5(b) 5(0) 5(d) 5(e) 5(e)