Question: [5 points] When constructing a zero curve, we make use of the input points of benchmark instruments and obtain discount factors at 21 September 2022

[5 points] When constructing a zero curve, we make use of the input points of benchmark instruments and obtain discount factors at 21 September 2022 0.987654 21 December 2022 0.954321 Now suppose we need the discount factor at 1 December 2022. Use linear interpolation and calculate the discount factor with accuracy 6 decimal places

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