Question: The function s ( t ) = 0.1 0.04 e t / 4 provides the term structure of effective annual rates of zero coupon bonds

The function s(t) = 0.1 0.04e^t/4 provides the term structure of effective annual rates of zero coupon bonds of maturity t, with t in years. Find the following:

The forward effective annual rate for a one day period, 3 years forward (the overnight rate). (Use 1/365 for a one-day period.)

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