The yields for German treasury securities (recall, these are not semiannual but annual) which are trading at a par of 10

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answerhappygod
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The yields for German treasury securities (recall, these are not semiannual but annual) which are trading at a par of 10

Post by answerhappygod »

The yields for German treasury securities (recall, these are not
semiannual but annual) which are trading at a par of 100 are as
given below:
Year. Yield Spot Rate
1 2%
2
2 2.6% ?
3 2.9% ?
4 3.8%
Calculate the spot rates for year 2 and 3.
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