Suppose that zero interest rates with continuous compounding are as follows: Rate Maturity (months) (% per annum)
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Suppose that zero interest rates with continuous compounding are as follows: Rate Maturity (months) (% per annum) 3 8.0 6 8.2 9 8.4 12 8.5 8.6 8.7 15 18 Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters.
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