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Assume 1-year interest rate 1-year from now is 1F1, Current 1-year rate = S1 = 1.35%, Current 2-year rate = S2 = 1.50%. Calculate the
Assume 1-year interest rate 1-year from now is 1F1, Current 1-year rate = S1 = 1.35%, Current 2-year rate = S2 = 1.50%. Calculate the market expectation for the one year interest rate from today.
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