Suppose that zero interest rates with continuous compounding are as follows: Maturity (years) kld4 Rate (% per
Question:
Suppose that zero interest rates with continuous compounding are as follows:
Maturity
(years) kld4 Rate
(% per annum)
2.0 2 3.0 3 3.7 4 4.2 5 4.5 Calculate forward interest rates for the second, third, fourth, and fifth years.
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