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can you please explain how to find the answer step by step Suppose you observe the following zero-coupon bond prices per $1 of maturity payment:

can you please explain how to find the answer step by step
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Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.94038 (1-year), 0.88017 (2-year), 0.81333 (3-year). Compute r0(2,3), the 1-year implied forward rate for year 3. a. 8.68% b. 6.69% c. 8.22% d. 15.62% e. 7.11%

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