Question: A one - year discount factor Z ( 0 , 1 ) is at 0 . 9 9 9 and a two - year discount

A one-year discount factor Z(0,1) is at 0.999 and a two-year discount factor Z(0,2) is at 0.99. The quarterly-compounded forward rate f 4(0,1,2) equals to
A.0.905%
B.0.907%
C.1.810%
D.1.812%
E. None of A to D is correct

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