Question: Consider the term structure below. Calculate all the 3-month forward rates. (Provide the calculation for one of them, then provide the list of forward.) LIBOR
Consider the term structure below. Calculate all the 3-month forward rates.
(Provide the calculation for one of them, then provide the list of forward.)
| LIBOR | rates |
| 3M | 1.05 |
| 6M | 1.55 |
| 9M | 1.85 |
| 12M | 1.95 |
| 15M |
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