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Calculate the term structure of interest rates through the BDT model, if the spot rate for four years along with the volatilities are as follows:

Calculate the term structure of interest rates through the BDT model, if the spot rate for four years along with the volatilities are as follows:

Maturity Spot Rate Volatility
1 4.00%
2 4.50% 12%
3 5.00% 10%
4 6.00% 8%

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