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8. Calculate the term structure of interest rates (yl, y2, y3, y4) and implied forward rates (1/1, 271, 311) based on the following discount bond

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8. Calculate the term structure of interest rates (yl, y2, y3, y4) and implied forward rates (1/1, 271, 311) based on the following discount bond prices. Maturity 2 3 Price 961.53 907.03 839.62 762.90

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