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 In order for your firm to construct and interpret a zero-coupon risk free yield curve, the following instru used: (work to 3 decimals, e

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 In order for your firm to construct and interpret a zero-coupon risk free yield curve, the following instru used: (work to 3 decimals, e.g. 3.5963% should become 3.596% - as they are indicated in the table below Nominal yield AER/NACH Interest or discount rate 5.500 10.500 5.27 5.56 5.63 5.65 (ii) Indicator Repo rate (weekly rate) Marginal lending rate SABOR (overnight rate) Treasury bills – 91 day (tender rates) Treasury bills -- 182 day (tender rates) 10.5% 2026 (R186) (closing yields) (assume 13 full years remaining on the bond) 13.5% 2015 (R157) (closing yields) (assume 3 full years remaining on the bond) Jibar - 3 months Prime overdraft rate (predominant rate) (iv) 6.52 6.52 5.60 5.60 9.00 9.00 1. Calculate (i) to (v) on the above table (10 marks)