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Consider a yield curve defined by the following equation: ik=0.09+0.002k0.001k2 where ik is the annual effective rate of return for zero-coupon bonds with maturity of

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Consider a yield curve defined by the following equation: ik=0.09+0.002k0.001k2 where ik is the annual effective rate of return for zero-coupon bonds with maturity of k years. Let j be the one-year forward rate, starting in 4 years, that is implied by this yield curve. Calculate j. 4.7% 6.6% 7.5% 5.8%

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