In the context of the previous problem you want to lock in the forward rate for the

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In the context of the previous problem you want to lock in the forward rate for the period between the year one and year three. How can you do that by trading in the one-year and the three-year bond?
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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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