Question: Given the following forward rates, calculate the one, two, three and four year spot rates. Forward Time Period: Forward Rate: f0,1 10.0% f1,2 9.5% f2,3

Given the following forward rates, calculate the one, two, three and four year spot rates.

Forward Time Period: Forward Rate:

f0,1 10.0%

f1,2 9.5%

f2,3 9.0%

f3,4 8.5%

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