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6) Suppose that sero interest rates with continuous compounding are follow Maturity (months Rates per a 8.0 9 15 18 8.4 85 3.6 8.7 Assume

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6) Suppose that sero interest rates with continuous compounding are follow Maturity (months Rates per a 8.0 9 15 18 8.4 85 3.6 8.7 Assume that a bank can borrow or lend at the rates above. What is the value of an FRA where it will ca9.199perarium with quarterly compounding for three month period starting in die month on a principal or $2.000

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