Question: What are the continuously compounded (CC) and the SA forward rates corresponding to the zero rates in the term structure given in the spreadsheet? Include
What are the continuously compounded (CC) and the SA forward rates corresponding to the zero rates in the term structure given in the spreadsheet?
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Forward Rates \begin{tabular}{|c|} \hline Frequency (m) \\ \hline 2 \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|} \hline Time & Zero Rates (cc) & Forward Rates (cc) & Forward Rates(sa) \\ \hline 0.0 & & & \\ \hline 0.5 & 2.00% & & \\ \hline 1.0 & 2.80% & & \\ \hline 1.5 & 3.30% & & \\ \hline 2.0 & 3.70% & & \\ \hline 2.5 & 4.00% & & \\ \hline 3.0 & 4.25% & & \\ \hline 3.5 & 4.45% & & \\ \hline 4.0 & 4.60% & & \\ \hline 4.5 & 4.70% & & \\ \hline 5.0 & 4.75% & & \\ \hline \end{tabular}
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