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1: Calculate the term structure of interest rates through the BDT model, if the spot rate for four years along with the volatilities are as

1: Calculate the term structure of interest rates through the BDT model, if the spot rate for four years along with the volatilities are as follows: Maturity Spot Rate Volatility 1 4.00% 2 4.50% 12% 3 5.00% 10% 4 6.00% 8%

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