fintrea practice set # 4
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FintreaTRANSCRIPT
Answers to Practice Set # 4
1 6-month spot rate 3%1-year spot rate 4.01%18-month spot rate 5.03%
2 12.80%
3 11.72%
4 7.30%
5 10%
6 A
7 1046.77
8 9.04%
9 D
10 Period Year Annnualized Spot Rate1 0.5 4%2 1.0 5%3 1.5 5.4146%4 2.0 5.8297%5 2.5 6.4665%6 3.0 7.1173%
11 102.7037
12 A 5.8008%B 6.6023%C 8.6041%D 8.1059%E 8.8100%
z12.30%2.50%
2.7073%2.9148%3.2333%3.5586%