5.4 Example(Table 5.1, page 95) Maturity Zero Rate (years)(% cont comp) 0.5 5.0 1.0 5.8 1.5 6.4 2.0 6.8 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 5.4 Example (Table 5.1, page 95) Maturity (years) Zero Rate (% cont comp) 0.5 5.0 1.0 5.8 1.5 6.4 2.0 6.8