Suppose that zero interest rates with continuous compounding are as follows: Calculate forward interest rates for the
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Suppose that zero interest rates with continuous compounding are as follows:
Calculate forward interest rates for the second, third, fourth, and fifth years.
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Maturity (years) 1 1 12345 2 3 Rate (% per annum) 2.0 3.0 3.7 4.2 4.5
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