Consider the following US treasury rate table expressed in percentage. Maturity Yield Last Last Yesterday R(0,t) Week Month 6 Month 2.65 2.35 1.85 1.55 1 Year 2.75 2.70 2.20 1.90 2 Year 3.60 2.90 2.40...

Consider the following US treasury rate table expressed in percentage.<br>Maturity<br>Yield<br>Last<br>Last<br>Yesterday<br>R(0,t)<br>Week<br>Month<br>6 Month<br>2.65<br>2.35<br>1.85<br>1.55<br>1 Year<br>2.75<br>2.70<br>2.20<br>1.90<br>2 Year<br>3.60<br>2.90<br>2.40<br>2.10<br>3 Year<br>4.00<br>4.65<br>4.15<br>3.85<br>5 Year<br>4.80<br>4.70<br>2.20<br>3.90<br>10 Year<br>5.00<br>4.90<br>4.40<br>4.10<br>30 Year<br>5.50<br>5.30<br>4.80<br>4.50<br>The forward rate F(2,1) is the rate that applies to borrowing or lending starting in<br>2 years from today for an additional year. F(2,1) today is equal to: Answer in<br>percentage with two digits decimal accuracy. Example 10.34<br>

Extracted text: Consider the following US treasury rate table expressed in percentage. Maturity Yield Last Last Yesterday R(0,t) Week Month 6 Month 2.65 2.35 1.85 1.55 1 Year 2.75 2.70 2.20 1.90 2 Year 3.60 2.90 2.40 2.10 3 Year 4.00 4.65 4.15 3.85 5 Year 4.80 4.70 2.20 3.90 10 Year 5.00 4.90 4.40 4.10 30 Year 5.50 5.30 4.80 4.50 The forward rate F(2,1) is the rate that applies to borrowing or lending starting in 2 years from today for an additional year. F(2,1) today is equal to: Answer in percentage with two digits decimal accuracy. Example 10.34

Jun 07, 2022

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Consider the following US treasury rate table expressed in percentage. Maturity Yield Last Last Yesterday R(0,t) Week Month 6 Month 2.65 2.35 1.85 1.55 1 Year 2.75 2.70 2.20 1.90 2 Year 3.60 2.90 2.40...

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