Question: Suppose that zero interest rates with continuous compounding are as follows: Maturity( years) Rate (% per annum) 1 3..5 2 4.0 3 4.2 4 4.6

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

Maturity( years)	Rate (% per annum)
1	3..5
2	4.0
3	4.2
4	4.6
5	5.0

What is the one year forward interest rate for the second year? Please enter your answer as a number rounded to one decimal place (e.g., enter 6.0 to indicate 6.0%).

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