Question: Forward rates future short rates because O a. are equal to; they are both extracted from yields to maturity O b. differ from; they are

Forward rates future short rates because O a. are equal to; they are both extracted from yields to maturity O b. differ from; they are imperfect forecasts Oc. differ from; forward rates are estimated from dealer quotes while future short rates are extracted from yields to maturity O d. are equal to; although they are estimated from different sources they both are used by traders to make purchase decisions O e. are equal to; they are perfect forecasts

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