Question: On 0 1 / 0 1 / 2 0 2 1 , the annualized YTM of a 6 - month and 1 2 - month

On 01/01/2021, the annualized YTM of a 6-month and 12-month zero-coupon t-bills are 6% and 4%, respectively. What is the annualized 6-month forward rate for 07/01/2021?

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