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6. (12 points) According to the current term structure of interest rates, the effective annual interest rates for 1, 2 and 3 year maturity zero

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6. (12 points) According to the current term structure of interest rates, the effective annual interest rates for 1, 2 and 3 year maturity zero coupon bonds are 0.09, 0.11 and 0.13 respectively. Find the one-year forward effective annual rate of interest and find the two-year forward effective annual rate of interest

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