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Specific assignment instructions:
All interest rates are annual interest rates with semi-annual compounding. All coupon rates are annual rates paid semi-annually. All bonds have a $100 face value assume that forward rates for the next 2 years are given by: r(0.5)=6%, r(1)=7%; r(1.5)=8% and r(2)=9%. In addition, the price of a 7% coupon bond maturing 2.5 years from now is equal to $101 and the price of a 6% coupon bond maturing 3 years from now is equal to $99.
a) Find the 2.5-year forward rate r(2.5). Keep at least 6 decimal digits while doing calculations and reporting the answer.
b) Find the 3 year forward rate r(3). Keep at least 6 decimal digits while doing calculations and reporting the answer.
c) Find the 2.5-year spot rate ^(2.5). Keep at least 6 decimal digits while doing calculations and reporting the answer.
d) Find the 3-year forward rate ^(3). Keep at least 6 decimal digits while doing calculations and reporting the answer.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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