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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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