1) The following is a depiction of the current yield curve for constant maturity US...

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1) The following is a depiction of the current yield curve for constant maturity US treasuries: Rates in Percentage points Date 09/23/16 1 Yr 0.60 2 Yr 0.77 3 Yr 0.90 5 Yr 1.16 7 Yr 1.44 10 Yr 20 Yr 1.62 2.02 30 Yr 2.34 Using the rates above calculate the following forward rates: 1) The one year rate one year from September 23, 2016. 2) The one year rate two years from September 23, 2016. 3) The two year rate three years from September 23, 2016. 4) The two year rate five years from September 23, 2016. 5) The three year rate two years from September 23, 2016

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