4.4 Example (Table 4.1, page 89) Maturity Zero Rate (years)(% cont comp) 0.5 5.0 1.0 58 1.5 64 2.0 68 Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, C 2003, Shanghai Normal University4.4 Options, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, © 2003, Shanghai Normal University Example (Table 4.1, page 89) Maturity (years) Zero Rate (% cont comp) 0.5 5.0 1.0 5.8 1.5 6.4 2.0 6.8