Question: Compute the 1-year forward rate two years from now, given a 2-year spot rate of 1.32% and a 3-year spot rate of 2.06% (both continuously

Compute the 1-year forward rate two years from now, given a 2-year spot rate of 1.32% and a 3-year spot rate of 2.06% (both continuously compounded annual rates).

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