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3. Construct the swap rate curve based on the following zero coupon yield curve. Maturity Spot Rate (Rn) 1 0.75% 2 1.15% 3 1.45% 4

3. Construct the swap rate curve based on the following zero coupon yield curve. Maturity Spot Rate (Rn) 1 0.75% 2 1.15% 3 1.45% 4 1.75% 5 5 1.90%

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