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Assuming the following spot and forward rates, what is the three-year spot rate (i.e. i) expressed per annum? 03 i = 2.6%, i = 2.4%,

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Assuming the following spot and forward rates, what is the three-year spot rate (i.e. i) expressed per annum? 03 i = 2.6%, i = 2.4%, i = 2.2%, i = 2%, i = 1.8% 01 12 23 34 45 O A. 1.496 O B. 0.896 C. 2.296 0 D.2.496

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