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- You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the 1-year forward rate for the period beginning one year from today, 2f1? Note: Do not round intermediate calculations. Round your percentage answer to 2 decimal places (i.e., 0.1234 should be entered as 12.34). Maturity One day One year Two years Three years. Forward rate Yield 2.80% 6.30 7.30 9.80You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the 1-year forward ate for the period beginning one year from today, 2f1? (Round your answer to 2 decimal places.) Maturity One day One year Two years Three years Forward rate Yield 2.60% 6.10 7.10 9.60 %If you note the following yield curve in The Wall Street Journal, what is the one-year forward rate for the period beginning one year from today, 2f1 according to the unbiased expectations theory? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16)) Maturity Yield One day 1.16 % One year 1.68 Two years 1.92 Three years 2.03 one Year Foward rate = %
- 1. Suppose the current one-year rate (one-year spot rate) and expected one-year T-bill rates over the following three year (i.e. years 2, 3, and 4, respectively) are as follows: 。R₁ = 6%, E (R₂) =7% E(₂R)= 7.5% E(R)=7.85% Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year maturity Treasury securities. Plot the resulting yield curve.You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the 1-year forward rate for the period beginning one year from today, 2f1? (Round your answer to 2 decimal places.) Maturity One day One year Two years Three years Forward rate Yield 2.75% 6.25 7.25 9.75 %You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the 1-year forward rate for the period beginning one year from today, 2f1? (Round your answer to 2 decimal places.) Maturity Yield One day 2.00 % One year 5.50 Two years 6.50 Three years 9.00
- Assuming that the expectations theory is the correct theory of the term structure,calculate the interest rates in the term structure for maturities of one to five years, andplot the resulting yield curves for the following series of one-year interest rates over thenext five years. Please, use compounding interest in your calculations:a. 5%, 7%, 7%, 7%, 7%b. 5%, 4%, 4%, 4%, 4%How would your yield curves change if investors preferred shorter-term bonds overlonger-term bonds?If you note the following yield curve in The Wall Street Journal, what is the one-year forward rate for the period beginning one year from today, 2f1 according to the unbiased expectations theory? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16)) Maturity Yield One day 1.16 % One year 1.68 Two years 1.92 Three years 2.03You note the following yield curve in The Wall Street Journal According to the unbiased expectations theory, what is the one-year forward rate for the period beginning two years from today, 11? (Do not round intermediate calculations. Round your answer to 2 decimal places (e.g.. 32.16)) Maturity Yield One day 200% One year 5.50 Two years 6.50 Three years 9.00
- Two mutually exclusive alternatives are being considered. The MARR is 15% per year. General inflation is 5.5%/year. Based on the data below, performan appropriate analysis to select the most economical alternative. State your assumptions.You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the one-year? forward rate for the period beginning two years from todayMaturity Yield One day 2.00% One year 5.50 Two years 6.50 Three years 9.00Consider the following spot interest rates for maturities of one, two, three, and four years. r₁ = 4.3% 2 = 4.9% √3 = 5.6% r4 = 6.4% What are the following forward rates, where fkn refers to a forward rate beginning in k year(s) and extending for n year(s)? f2,1 = ? f3,1 = ? f2,2 = ?