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Assume that the continuously compounded zero rate curve is r_c(0, t) = 0.02 + 0.01t/1 + t^2 (a) find the instantaneous interest rate curve. (b)
Assume that the continuously compounded zero rate curve is r_c(0, t) = 0.02 + 0.01t/1 + t^2 (a) find the instantaneous interest rate curve. (b) compute the corresponding annually compounded zero rate curve. (c) compute the corresponding semiannually compounded zero rate curve
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