Suppose that zero interest rates with continuous compounding are as follows: Matury (in years) Rate (% per

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

Matury (in years) Rate (% per annum)

Maturity Rate % 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 fourth 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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Calculus

ISBN: 9781285057095

10th Edition

Authors: Ron Larson, Bruce H. Edwards

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Posted Date: Apr 20, 2024 04:39 PM

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Suppose that zero interest rates with continuous compounding are as follows: Matury (in years) Rate (% per

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Calculus

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