Question: -SPOT rates values on the Image- Using the reported LIBOR spot rates of 3 and 6 month maturities, calculate the implied 3-month LIBOR forward rate

-SPOT rates values on the Image-

Using the reported LIBOR spot rates of 3 and 6 month maturities, calculate the implied 3-month LIBOR forward rate to commence in 3 months (i.e., 90l90). Assume 90 and 180-day maturities, respectively.

Note : Libor 3 month Foward ( .25) Libor 6 month foward ( .27)

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