Question: The question is about forward rates 18 - 20. Please compute the following forward rates from the annual spot rates. 18 The 2yr rate in

The question is about forward rates 18 - 20.

Please compute the following forward rates from the annual spot rates.

18 The 2yr rate in 1yr Please answer to three decimals (x.xxx%)

19 The 2yr rate in 3yr Please answer to three decimals (x.xxx%)

20 The 3yr rate in 2yr Please answer to three decimals (x.xxx%)

Tenor Annual Rate
0.5 1.5056%
1 1.6064%
2 1.7072%
3 1.8081%
4 1.9090%
5 2.0100%
7 2.2627%
10 2.5156%
30 3.0225%

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