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  3. 4. given the following term structure for treasuri

4. Given the following term structure for Treasuries: 4.9%, 5.05%, 5.2%, and 5.3% for maturities...

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4. Given the following term structure for Treasuries: 4.9%, 5.05%, 5.2%, and 5.3% for maturities from 1 year to 4 years, (A). Compute (bootstrap) the Treasury spot rates up to 4 years (21, Z2, Z3, and Z_); (6 points) (B). Compute the three-year forward rate two years from today, 3fz or E(3r3), using the spot rates computed above; (3 points) (C). Compute the one-year forward rate four years from today, sf, or E(sri). (3 points)

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