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b) Suppose that zero interest rates with continuous compounding are as below: Maturity (months) Rate (% per annum) 5.0 6 5.3 5.5 12 5.7 Calculate

b) Suppose that zero interest rates with continuous compounding are as below: Maturity (months) Rate (% per annum) 5.0 6 5.3 5.5 12 5.7 Calculate the forward interest rates at the 6-month, 9-month and 12-month maturities

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