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4.28. Suppose that LIBOR rates for maturities of 1. 2. 3. 4. 5, and 6 months are 2.6%, 2.9% 3.1%, 3.2%, 3.25%, and 3.3% with

4.28. Suppose that LIBOR rates for maturities of 1. 2. 3. 4. 5, and 6 months are 2.6%, 2.9% 3.1%, 3.2%, 3.25%, and 3.3% with continuous compounding. What are the forward rates for future 1-month periods

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