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Assume that the continuously compounded instantaneous interest rate curve has the form r(t) = 0.05 + 0.005 ln (1 + t), (1) for all t

Assume that the continuously compounded instantaneous interest rate curve has the form r(t) = 0.05 + 0.005 ln (1 + t), (1) for all t 0. (a) Find the corresponding zero rate curve.

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