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Calculate the term structure of interest rates (y1, y2, y3, y4) and implied forward rates (1f1, 2f1, 3f1) based on the following discount bond prices.

Calculate the term structure of interest rates (y1, y2, y3, y4) and implied forward rates (1f1, 2f1, 3f1) based on the following discount bond prices.

Maturity 1 2 3 4

Price 1. (961.53) 2. (907.03) 3. (939.62) 4.(762.90)

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