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Calculate expected forward rate for 2nd quarter of investment (pa., continuous compunding), if the following quotations of zero rates (pa., continuous compounding) are given: Period
Calculate expected forward rate for 2nd quarter of investment (pa., continuous compunding), if the following quotations of zero rates (pa., continuous compounding) are given:
Period | Zero rate |
3M | 1,00% |
6M | 1,20% |
9M | 1,60% |
12M | 1,65% |
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