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a. What is the 2y zero rate? b. What is the 3y zero rate? c. What is the 4y zero rate? d. What is the

a. What is the 2y zero rate?

b. What is the 3y zero rate?

c. What is the 4y zero rate?

d. What is the 2y into 1y forward rate?

e. What is the 3y into 1y forward rate?

Converting Par Rates to Spot/Zero Rates to Forward Rates: Convert the following par rates to spot/zero and (into 1y) forward rates

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