Question: Suppose that zero interest rates with continuous compounding are as follows: Maturity (months) Rate (% per annum) 3.........................................................3.0 6.........................................................3.2 9.........................................................3.4 12........................................................3.5 15........................................................3.6 18........................................................3.7 Calculate forward

Suppose that zero interest rates with continuous compounding are as follows:
Maturity (months) Rate (% per annum)
3.........................................................3.0
6.........................................................3.2
9.........................................................3.4
12........................................................3.5
15........................................................3.6
18........................................................3.7
Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters.

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