Question: Continuously compounded LIBOR spot rates per annum for 18- and 24-months are 1.76% and 1.92%. What is the 6-month forward rate 18 months from now?

Continuously compounded LIBOR spot rates per annum for 18- and 24-months are 1.76% and 1.92%. What is the 6-month forward rate 18 months from now?

A.

2.24%
B.

1.84%
C.

2.40%
D.

3.24%

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