Question

maturity(years)	rate(% per annum)
1	2.0
2	3.0
3	3.7
4	4.2
5	4.5

Using the rates calculate f1,2, f1,3, f1,4, f1,5, f2,3, f2,4, f2,5, f3,4, f3,5, and f4,5.

Answer 1

1 maturity rate, r 0.02 0.03 0.037 0.042 0.045 1+r 1+B2 1+B3 1+B4 1+B5 1+B6 6 5 rates rates(%) 9 f1,2 10 f1,3 11 f1,4 12 f1,5 13 f2,3 14 f2,4 15 f2,5 16 f3,4 17 f3,5 18 f4,5 19 (((C3)A2)/(C2))-1 (((C43)/(C2))^(1/2))-1 (((CSA4)/(C2))M(1/3))-1 (((Сбл5)/(C2))^(1/4))-1 ((C4A3)/((C3A2)))-1 (((C5A4)/((C3A2)))л(1/2))-1-814*100 (((C6A5)/((C3A2)))л(1/3))-1-815*100 ((C5A4)/(CA3))-1 (((C6A5)/(CAA3))(1/2))-1 B17*100 ((C6A5)/(CSA4))-1 B9 100 B10*100 B11 100 В 12*100 B13*100 B16 100 B18+100