Question: Suppose that the 2 month and 5 month continuously compounded SOFR rates are 1% and 2.20% respectively. What is the forward SOFR rate for the

Suppose that the 2 month and 5 month continuously compounded SOFR rates are 1% and 2.20% respectively. What is the forward SOFR rate for the period between 2 months and 5 months on a continuously compounded basis

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