Question: Compute the continuously compounded forward rate between 80 and 201 days where the actual/365 zero rate for 80 days is 4.24% and the actual/365 zero

Compute the continuously compounded forward rate between 80 and 201 days where the actual/365 zero rate for 80 days is 4.24% and the actual/365 zero rate for 201 days is 2.76%. Compute to four decimal places. If your answer is 3.2345% then enter 3.2345.

Correct answer is 1.7599%

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