4 Money market interest rates on the Danish krone on 2 October 2007 were: one month 4.16...

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4 Money market interest rates on the Danish krone on 2 October 2007 were:

one month 4.16 per cent three months 4.41 per cent six months 4.69 per cent one year 4.72 per cent Calculate the forward-forward interest rates:

(i) for two months, one month ahead;

(ii) for three months, three months ahead;

(iii) for six months, six months ahead;

(iv) for nine months, three months ahead

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