4.12 Zero curve calculated from the data(Figure 4.1, page 92) 12 Zero Rate(%o 10.681 10.808 10.469 10.536 10 10.127 turity (yrs) 9 0.5 5 2.5 Options, Futures, and other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, 2003, Shanghai Normal University4.12 Options, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, © 2003, Shanghai Normal University Zero Curve Calculated from the Data (Figure 4.1, page 92) 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