The 6-month, 12-month, 18-month, and 24-month zero rates are 2%, 1.5%,1.75%, and 2% with semiannual compounding. What are the rates with continuous compounding? What is the forward rate for the 6-month period beginning in 18 months for both continuous and semiannual compounding. What is the value of an FRA that promises to pay you 2.6% (compounded semiannually) on a principal of $1 million for the 6-month period starting in 18 months?

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What is the discounted value of payments of $120.00 made at the end of each month for 7.5 years if interest is 8% compounded monthly? The discounted value is S (Round the final answer to the nearest cent as needed. Round all intermediate values to six decimal places as needed.)

Scheduled payments of $890 due today, $525 due in 15 months, and $555 due in 33 months are to be replaced by a single equivalent amount paid at the focal date of 6 months from today. Money earns 11.1% compounded quarterly. Using P/Y=C/Y=4 and PMT=0, determine the economically equivalent value for each amount at the focal date and enter the values in the blanks. In your rough work, it may be helpful to draw a timeline with the appropriate focal date for the unknown amount. Round dollar values to 2 decimal places. Moving $890 due today to the focal date: A PV = N= A FV= Moving $525 due in 15 months to the focal date: N = A/ PV = Moving $555 due in 33 months to the focal date: N = A/ PV = The single amount at the focal date is = A FV= A FV = A/ A A/

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.   ..

All rates in this question are quoted with semi-annual compounding. You observe two spot rates. The 18 month spot rate is 13.10%, while the 25 month spot rate is 16.10%. What is the forward rate from 18 months to 25 months?

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?

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%