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**Unformatted text preview: **12 1.626 2.537 6.5 8.25 13 7 8.5 14 7.5 8.75 15 8 9 16 8.5 9.25 17 9 9.5 18 9.5 9.75 19 10 10 20 b) The price of a 6yr @ 6% is: n 12 n 12 coupon 0.06 coupon 0.06 pmt 3 pmt 3 yield to mat. 0.08 yield 0.08 fv 103 fv 103 pv $92.49 pv $91.28 c) What is the six month forward rate starting in the sixth year? 8.27% However, what should the price be? (spot rates)...

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