Remaining Time: 1 hour, 29 minutes, 58 seconds Question Completion Status Here is a table describes spot rates (continuously compounding) for the four different maturities. 1) What are the 15 year and 2 year forward rates? (Note: Round to the nearest hundredth.) Maturity (Year) Spot Rate Forward Rate 0.5 3.01% 3.01% 3.21 % 341% 3.53% 3.87% 2) There is a 7% coupon bond (semiannual) maturing in 2 years. A face value is $1,000. Then the price of the bond is (Note: Round to the nearest hundredth.) 3) Given the bond price from question 2), the continuous compounding yield to maturity is (Note: Round to the nearest hundredth.) 4) and the duration (Macaulay) of the bond is (Note: Round to the nearest hundredth.) 5) and the convexity of the bond 15 (Note: Round to the nearest hundredth.) V +0.5 CHRICA (Note: 6) When the yield on the bondinereases by 100 basis point (A70 .01), a new bond price with the Taylor Series appeal R Round to the nearest hundredth.) Question 10 of Moving to another question will save this response MacBook Air