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, fifth, and sixth quarters.
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Maturity (months) Rate (% per annum) 8.0 8.2 8.4 8.5 8.6 8.7 3 6 9 12 15 18
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