Question: Problem #6: The function s(t)-0.1-0.03 e-t/4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with t in years.

Problem #6: The function s(t)-0.1-0.03 e-t/4 provides the term structure of

Problem #6: The function s(t)-0.1-0.03 e-t/4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with t 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.) Answer as a percentage, correct to 2 decimals Problem #6(a): Answer as a percentage, correct to 2 decimals Problem #6(b) Answer as a percentage, correct to 2 decimals Problem #6(c) Answer as a percentage, correct to 2 decimals Problem #6(d) Answer as a percentage, correct to 2 decimals Problem #6(e)

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