Question: The two year continuously compounded (spot/zero) yield is 5%. The continuously compounded forward F(0,2,2.5) = 6%. What is the 2.5 year continuously compounded spot yield?

The two year continuously compounded (spot/zero) yield is 5%. The continuously compounded forward F(0,2,2.5) = 6%. What is the 2.5 year continuously compounded spot yield?

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