Question: Zero rates for one year, two year and 3 year investments are 4%, 5% and 5.6% per annum with continuous compounding. What is the forward

Zero rates for one year, two year and 3 year investments are 4%, 5% and 5.6% per annum with continuous compounding. What is the forward rate for year 3 (% per annum with continuous compounding)?

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Zero rates for one year, two year and 3 year investments are 4%, 5% and 5.6% per annum with continuous compounding. What is the forward rate for year 3 (% per annum with continuous compounding)?

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