... (Paris VI), withspecialization in stochastic calculus. 64 Fixed Income Securities 5.405 .60 5.80 6. 00 6. 20 6. 40 6. 60 6. 800 2 4 6 8 10 12 14 16 18 20MaturityLevel (%)ZC1yrFPRSWIFRFigure ... 5.500 F(0, 1, 5) 6. 104R(0, 6) 5.750 F(0, 1, 6) 6. 191R(0, 7) 5.875 F(0, 1, 7) 6. 289R(0, 8) 6. 000 F(0, 1, 8) 6. 394R(0, 9) 6. 125 F(0, 1, 9) 6. 503R(0, 10) 6. 250 — —If the forward rate F(0, 1, 2) ... correspondingzero-coupon and forward rates.5.005.50 6. 00 6. 500 5 10 15 20 25 30MaturityPar yield (%)Figure 3.2 US Treasury par yield curve as of 11/03/1999. Fixed- Income Securities 38 Fixed Income Securities Table...