form to matu ate ( / 6 ) Term to maturity Rate ( 1 6 ) ( years ) ( years 6 I J Of 5 O
a) (2 marks) Please retrieve the following zero rates from the Bank of Canada’s web-site and use the data for the zero yield curve dated October 10th, 2018. You can find the information at https://www.bankofcanada.ca/rates/interest-rates/bond-yield-curves/ b) (5 marks) Using the zero rates retrieved in part a), compute the par yield curve. c) (5 marks) Using the Government of Canada bond yields as of October 10th, (that can also be […]