Question: Thee 3-month zero rate is 6% and the 9-month zero rate is 6.5%. What is the forward rate for the period between 3month and 9month?

Thee 3-month zero rate is 6% and the 9-month zero rate is 6.5%. What is the forward rate for the period between 3month and 9month?

*Note : all rates here are continuously compounded.

Choose from the following options.

7.25%

7.50%

7.00%

6.75%

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