Question: Consider three rates: the 4-month zero rate, the 7-month zero rate, and the forward rate for the period from 4 months to 7 months. Which

Consider three rates: the 4-month zero rate, the 7-month zero rate, and the forward rate for the period from 4 months to 7 months. Which of those rates is a weighted average of the other two? *Please explain why this is*

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