Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN: 9781260013924
Author: Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher: Mcgraw-hill Education,
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Question
Residual Yield ZC Price Last Maturity Last Chg 1M Chg 6M Last Chg 1M Chg 6M Change 1 month 2.326% -6.9 bp +219.6 bp 16 Mar 3 months 2.461% -17.0 bp +188.1 bp 16 Mar 6 months 9 months 2.667% -28.5 bp +217.2 bp 16 Mar 2.538% -44.9 bp +150.8 bp 16 Mar 1 year 2 years 2.532% -44.1 bp 2.499% -36.5 bp +135.2 bp +97.5 bp 97.53 +0.43 % -1.32% 16 Mar 95.18 +0.71 % -1.90 % 16 Mar 3 years 2.301% -35.1 bp +84.7 bp 93.40 +1.03 % -2.46% 16 Mar 4 years 2.142% -40.1 bp +67.0 bp 91.87 +1.58 % -2.60% 16 Mar 5 years 6 years 2.213% -32.0 bp 2.163% -28.4 bp +58.8 bp +54.7 bp 89.63 +1.58 % -2.85% 16 Mar 87.95 +1.68 % -3.17% 16 Mar Estimate AND explain in plain-English the 2-year forward rate 3 years from today. NOTE: Plain English explanation means that you should not be using financial jargon such as "forward rate"
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Transcribed Image Text:Residual Yield ZC Price Last Maturity Last Chg 1M Chg 6M Last Chg 1M Chg 6M Change 1 month 2.326% -6.9 bp +219.6 bp 16 Mar 3 months 2.461% -17.0 bp +188.1 bp 16 Mar 6 months 9 months 2.667% -28.5 bp +217.2 bp 16 Mar 2.538% -44.9 bp +150.8 bp 16 Mar 1 year 2 years 2.532% -44.1 bp 2.499% -36.5 bp +135.2 bp +97.5 bp 97.53 +0.43 % -1.32% 16 Mar 95.18 +0.71 % -1.90 % 16 Mar 3 years 2.301% -35.1 bp +84.7 bp 93.40 +1.03 % -2.46% 16 Mar 4 years 2.142% -40.1 bp +67.0 bp 91.87 +1.58 % -2.60% 16 Mar 5 years 6 years 2.213% -32.0 bp 2.163% -28.4 bp +58.8 bp +54.7 bp 89.63 +1.58 % -2.85% 16 Mar 87.95 +1.68 % -3.17% 16 Mar Estimate AND explain in plain-English the 2-year forward rate 3 years from today. NOTE: Plain English explanation means that you should not be using financial jargon such as "forward rate"
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