Suppose the continuous forward rate is r(t)= XXXXXXXXXX001t when a 8-year zero coupon bond is purchased. Six months later the forward rate is r(t) = XXXXXXXXXX0013t and bond is sold. What is the...

Suppose the continuous forward rate is r(t)=0.04 + 0.001t when a 8-year zero coupon bond is purchased. Six months later the forward rate is r(t) = 0.03 + 0.0013t and bond is sold. What is the return?

Suppose that the continuous forward rate is r(t)=0.03 + 0.001t − 0.00021(t − 10)+. What is the yield to maturity on a 20-year zero-coupon bond? Here x+ is the positive part function defined by