5.12 Zero curve calculated from the Data( Figure 5.1, page 98) 12 Zero Rate(%) 11 10.681 10.808 10469 10.536 10 10.127 Maturity(yrs) 0.5 1.5 2.5 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 5.12 Zero Curve Calculated from the Data (Figure 5.1, page 98) 9 10 11 12 0 0.5 1 1.5 2 2.5 Zero Rate (%) Maturity (yrs) 10.127 10.469 10.536 10.681 10.808