Question: 50 [ref: 32545] Given that the 6 month continuously compounded zero rate for GBP is 2.27% and there are 180 days in the period, find

50 [ref: 32545] Given that the 6 month continuously compounded zero

50 [ref: 32545] Given that the 6 month continuously compounded zero rate for GBP is 2.27% and there are 180 days in the period, find the GBP discount factor. 1. 0.9920 2. 0.9909 3 0.9889 4. 0.9903

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