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Consider the following $1,000 par value zero coupon bonds. Ignore liquidity premiums. Years to Maturity YTM 1 6% 2 7.5% 3 7.99% 4 8.49 5

Consider the following $1,000 par value zero coupon bonds. Ignore liquidity premiums. Years to Maturity YTM 1 6% 2 7.5% 3 7.99% 4 8.49 5 10.70% Three years from now, what should be the expected two year interest rate

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