1.       The three year zero rate is 7% per annum and the four year zero rate is 7.5% pa (both...

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1.       The three year zero rate is 7% per annum and the four year zero rate is 7.5% pa (both continuously compounded). What is the one year (continuously compounded) forward rate starting in three years time?

    • 12 years ago
    • 999999.99
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