Question: Question 5 20 points Save Answ As a financial analyst at JPMorgan Chase bond desk, you are analyzing the forward rate using the information from
Question 5 20 points Save Answ As a financial analyst at JPMorgan Chase bond desk, you are analyzing the forward rate using the information from zero coupon bonds. Suppose 3 year zero coupon bond is priced at $839.60 and 4 year zero coupon bond is priced at $822.80. Choose all correct answers. Please note that each incorrect answer will reduce the score by 10%. a. The 4 year zero coupon bond which is priced at $822.80 will have a YTM of 7% b. The forward rate from year 3 to 4 is 4.04% The 4 year zero coupon bond which is priced at $822.80 will have a YTM of 5% d. The forward rate from year 3 to 4 is 2.04% De The 3 year zero coupon bond which is priced at $839.60 will have a YTM of 8%. Of. The forward rate from year 3 to 4 is 3.04% The 3 year zero coupon bond which is priced at $839.60 will have a YTM of 7%. On The 4 year zero coupon bond which is priced at $822.80 will have a YTM of 6% i. The 3 year zero coupon bond which is priced at $839.60 will have a YTM of 6%
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