Assume a problem statement involves only single amounts, that is, no series or gradients, and the interest rate is stated as 12% per year compounded quarterly. For the following n values, determine the proper interest rate to use in the factor equations: (a) n = 20 quarters; (b) n = 10 semiannual periods; (c) n = 5 years.

Suppose that the current 1-year rate (1-year spot rate) and expected 1-year T-bill rates over the following three years (i.e., years 2, 3, and 4, respectively) are as follows:1R1 = 2.62%, E(2r1) = 3.90%, E(3r1) = 4.40%, E(4r1) = 5.90%Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. (Do not round intermediate calculations. Round your answers to 2 decimal places.)

Pls show complete steps and both parts or skip it

A. Calculate the effective annual rate (EAR) in each of the following scenarios: b. APR = 10%, monthly compounding c. 4% semi-annual interest rate, monthly compounding d. 1.5% monthly interest rate, daily compounding e. 3% quarterly interest rate, annual compounding

13 When interest is calculated for periods shorter than a year, the formula to calculate interest is: Multiple Choice   I = P × R × T, where I = interest calculated, P = principal, R = annual interest rate, and T = number of months.   I = P × R × T, where I = interest calculated, P = principal, R = annual interest rate, and T = (number of months ÷ 12).   I = P × R × T, where I = interest calculated, P = principal, R = monthly interest rate, and T = (number of months ÷ 12).   I = (MV − P)/T, where I = interest calculated, MV = maturity value, P = principal and T = number of months.

Assume an effective compound interest rate i= 3% per annum. Compute the following equivalent rates. In each case, enter your answer as a percentage. a) The nominal interest rate payable semi-annually Number % Enter an answer correct to 4 decimal places. b) The effective interest rate payable quarterly Number Enter an answer correct to 2 decimal places. c) The effective rate of discount per annum Number Enter an answer correct to 2 decimal places. d) The nominal rate of discount payable monthly Number % Enter an answer correct to 4 decimal places.

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

For each of the following cases, indicate (a) what interest rate columns and (b) what number of periods you would refer to in looking up the present value factor. (1) In Table 3 (present value of 1): Number of Discounts Annual Rate Years Involved per Year Case A 9% 7 Case B 10% 8 Annually Semiannually Case C 8% 8 Semiannually Case A Case B Case C (a) (b) % periods % periods % periods (2) In Table 4 (present value of an annuity of 1): Annual Rate Number of Years Involved Number of Payments Involved Frequency of Payments Case A 8% 15 15 Annually Case B 8% 4 4 Annually Case C 12% 8 16 Semiannually (a) Case A % Case B % (b) periods periods Case C % periods

Suppose today’s LIBOR rates for 1, 2, 3, 4, 5, and 6 months are 1.6%, 1.8%, 2.0%, 2.0%, 1.9%, and 1.6% with continuous compounding. What are the forward rates for future 1-month periods?

Complete the table to determine the effect of the number of compounding periods when computing interest. Suppose that $11,000 is invested at 3.8% interest for 11 yr under the following compounding options. Round answers in the second column to the nearest whole number. Round answers in the last column to the nearest cent. Compounding Option n Value Result X (a) Annually n = 1 $ (b) Quarterly (c) Monthly n = 4 n = 12 (d) Daily (e) Continuously n = 365 Not Applicable Es E