Suppose you are provided with the following table of spot rates of different maturity bonds: & Year Spot rate 1 2 9 3 4
Posted: Sat Feb 26, 2022 9:05 am
Suppose you are provided with the following table of spot rates of different maturity bonds: & Year Spot rate 1 2 9 3 4 8 5 10 Calculate, respectively, one period forward rates of these bonds for year 2. year 3 and year 4.