All rates in this question are quoted with semi-annual compounding. You observe two spot rates. The 15 month spot rate is 10.10%, while the 20 month spot rate is 13.70%. What is the forward rate from 15 months to 20 months?     25.22%     24.50%     24.87%     24.63%

Find the effective rate corresponding to the given nominal rate. (Use a 365-day year.) 8%/year compounded semiannually %/year

Ay 2. You have entered into a 4/7 FRA at a rate of 5.9%. There are 91 days in the FRA period. After three months, the FRA is now a 1/4 FRA. If the three-month Libor rate is 6.4%, and the six-month Libor rate is 7.2%, what is the current value of the FRA? Assume that the number of days in the first month is 30 and the notional amount of the FRA is $ 10,000,000. What is the FRA value?

All rates in this question use semi-annual compounding. You observe a two year spot rate of 6.00%, and a two to three year forward rate of 6.50%. What is the three year spot rate?

What is the forward rate from 13 months to 17 months?  You observe two spot rates. The 17 month spot rate is 13.50%, while the 13 month spot rate is 11.60%. All rates in this question are quoted with semi-annual compounding.

If effective annual rate is 20%, calculate annual percentage rate, compounded monthly. If the answer is 10.4567%, write 0.1046.

14. What is the principal invested at 4.75% compounded semi-annually from which monthly withdrawals of $240.00 can be made: a) At the end of each month for 25 years? b) At the beginning of each month for 15 years? c) At the end of each month for 20 years but deferred for 10 years? d) At the beginning of each month for 15 years but deferred for 12 years? e) At the end of each month in a perpetuity? f) At the beginning of each month in a perpetuity?

the following data calculate the continuously compounded zero rates for all the maturities ward rates for 6months, 12 months, 18 months and 24 months by using boot strap Also calculate the one-year interest rate after 6 months and the 6-month interest rate 18 months.   ..

Calculate the effective annual rate of interest which is equivalent to a force of interest of 0.5% per 8 months. Not tables, ONLY formulas, please

What is the effective annual rate (EAR) (in percent) if the stated rate, or APR, is 2.95 percent and there are 207 compounding periods per year? Answer to two decimals. 4