The one year zero coupon yield is 6 per cent. The one year forward rate, starting one year from now, is 6.2 per cent. The one year forward rate, starting two years from now, is 6.4 per cent. What is the three year zero coupon yield? (answer should be 6.19

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The one year zero coupon yield is 6 per cent. The one year forward rate, starting one year from now, is 6.2 per cent. The one year forward rate, starting two years from now, is 6.4 per cent. What is the three year zero coupon yield? (answer should be 6.1999)

    • 10 years ago
    The one year zero coupon yield is 6 per cent. The one year forward rate, starting one year from now, is 6.2 per cent. The one year forward rate, starting two years from now, is 6.4 per cent. What is the three year zero coupon yield? (answer should be 6.19
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