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Assume that half the stated coupon is paid every six months. All rates are annualized and compounded semi - annually. Calculate the zero rates for

Assume that half the stated coupon is paid every six months. All rates are annualized and compounded semi-annually. Calculate the zero rates for maturities of 6 months and 18 months. Compute the forward rate from 6 months to 12 months, inferred from todays zero rate curve.
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