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5. Consider the following countinuous compunding LIBOR zero rates: 3M (2,2% pa.), 6M (2,3% pa.), 9M (2,6% pa.), 12M (3% pa.). Find equivalent pa. LIBOR

5. Consider the following countinuous compunding LIBOR zero rates: 3M (2,2% pa.), 6M (2,3% pa.), 9M (2,6% pa.), 12M (3% pa.). Find equivalent pa. LIBOR forward rate (starting from the end of 6M till the end of 9M) with a simple compunding (4M frequency)

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