Verify that the 1-year forward rate 3 years hence in Figure 25.5 is 14.0134%.

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:58 AM

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Verify that the 1-year forward rate 3 years hence in Figure 25.5 is 14.0134%.

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Derivatives Markets

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