Question: Using the data in the table below, calculate the 5-year spot and forward rates assuming annual compounding. Show your calculations. US Treasury Note Yield

Using the data in the table below, calculate the 5-year spot and forward rates assuming annual compounding. Show your calculations. US Treasury Note Yield Curve Data Years to Maturity Par coupon YTM Calculated Spot Rates Calculated Forward Rates 1 5 5 5 2 5.2 5.21 5.42 3 6 6.05 7.75 4 7 7.16 10.56 5 7 ? ?

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