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3. You are given the following spot yield curve: Time t Spot Rate 8 1 0.040 2 0.035 3 83 4 84 The present value

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3. You are given the following spot yield curve: Time t Spot Rate 8 1 0.040 2 0.035 3 83 4 84 The present value of a four year annuity due of 100 is 379.05. The price of a 4 year bond with a maturity value of 2000 and annual coupons of 50 is 1875.12. Calculate the three year deferred one year forward interest rate. 3. You are given the following spot yield curve: Time t Spot Rate 8 1 0.040 2 0.035 3 83 4 84 The present value of a four year annuity due of 100 is 379.05. The price of a 4 year bond with a maturity value of 2000 and annual coupons of 50 is 1875.12. Calculate the three year deferred one year forward interest rate

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