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Consider the following one-year forward rates. What should be the 3-year implied spot rate? Time period Forward rate 0y1y 1.50% 1y1y 2.20% 2y1y 2.70% 3y1y

Consider the following one-year forward rates. What should be the 3-year implied spot rate?

Time period Forward rate
0y1y 1.50%
1y1y 2.20%
2y1y 2.70%
3y1y 3.00%

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