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[5] Question 8 Assume the zero rates with continuous compounding are as follows: Maturity (monthly) 3 6 9 12 15 18 Rate (% p.a.) 6.0
[5] Question 8 Assume the zero rates with continuous compounding are as follows: Maturity (monthly) 3 6 9 12 15 18 Rate (% p.a.) 6.0 6.2 6.3 6.4 6.5 6.7 Calculate the forward rates for the second, third, fourth, fifth and sixth quarters
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Finance For Growing Enterprises
Authors: Edward W. Davis, Roger Buckland
1st Edition
1138679941, 978-1138679948
