Question: suppose that 0 interest rates with continuous compounding are as follows. calculate forward interest rates for the second third and fourth quarters. month zero rate

suppose that 0 interest rates with continuous compounding are as follows. calculate forward interest rates for the second third and fourth quarters.

month zero rate for an n month investment(%per year)

3 3.0

6 3.2

9 3.4

12 3.5

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