# Refer to Example 16.11. Let (F(t)) be the forward rate from 0 to (t). By the basic

## Question:

Refer to Example 16.11. Let \(F(t)\) be the forward rate from 0 to \(t\). By the basic definition of the forward rate, we have the identity

\[e^{-F(t) t}=P(r, 0, t)\]

Find an explicit formula for \(F(t)\).

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## Step by Step Answer:

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