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At date t = 0, we observe the following zero-coupon rates in the market: Maturity Liquidity R(0,t) Premium t L(t) 1 4.000% 2. 5.000% 0.200%
At date t = 0, we observe the following zero-coupon rates in the market: Maturity Liquidity R(0,t) Premium t L(t) 1 4.000% 2. 5.000% 0.200% 5.500% 0.275% 3 4. 6.400% 0.325% 5 6.420% 0.320% Taking into account these rates and liquidity premia, what is the 1-year maturity Forward rate anticipated (i.e. expected) bye the market Fa(0,4,5) - (Answer in percentage with 3 decimal points accuracy.) At date t = 0, we observe the following zero-coupon rates in the market: Maturity Liquidity R(0,t) Premium t L(t) 1 4.000% 2. 5.000% 0.200% 5.500% 0.275% 3 4. 6.400% 0.325% 5 6.420% 0.320% Taking into account these rates and liquidity premia, what is the 1-year maturity Forward rate anticipated (i.e. expected) bye the market Fa(0,4,5) - (Answer in percentage with 3 decimal points accuracy.)
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