Question: Suppose that zero interest rates with continuous compounding are as follows: Maturity (months) 34 62 94 Rate % per annum) 3.02 3.22 3.42 3.5e 3.62

Suppose that zero interest rates with continuous compounding are as follows:

Suppose that zero interest rates with continuous compounding are as follows: Maturity (months) 34 62 94 Rate % per annum) 3.02 3.22 3.42 3.5e 3.62 3.72 12e 152 18 Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters

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