Question: 3. Suppose that zero interest rates with continuous compounding are as follows: Maturity(years) Rate (% per annum) 2.0 1 2 3.0 3 3.7 4 4.2

3. Suppose that zero interest rates with continuous compounding are as

3. Suppose that zero interest rates with continuous compounding are as follows: Maturity(years) Rate (% per annum) 2.0 1 2 3.0 3 3.7 4 4.2 Calculate forward interest rates for the second, third, and fourth years

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