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2. (10 points) In November 15, 2017, the forward-rate curve for semi-annual compounding is $6/2) = 0.018 +0.001 i = 1,..., 20 2 Calculate the

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2. (10 points) In November 15, 2017, the forward-rate curve for semi-annual compounding is $6/2) = 0.018 +0.001 i = 1,..., 20 2 Calculate the in-1-to-2 swap rate (i.e., the swap rate for the swap for the period from 1 to 3 years). 2. (10 points) In November 15, 2017, the forward-rate curve for semi-annual compounding is $6/2) = 0.018 +0.001 i = 1,..., 20 2 Calculate the in-1-to-2 swap rate (i.e., the swap rate for the swap for the period from 1 to 3 years)

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