Question: Consider the following LIBOR zero rates, expressed as continuously-compounded rates: r(0,6m)=3.4%, r(0,12m)=3.6%, and r(0,18m)=4.8%. What is the forward rate f(0,6m,18m)? Please express the answer in

Consider the following LIBOR zero rates, expressed as continuously-compounded rates: r(0,6m)=3.4%,r(0,12m)=3.6%, and r(0,18m)=4.8%.

What is the forward rate f(0,6m,18m)? Please express the answer in percent. (Thus, for example, 0.024 should be entered as 2.4.)

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