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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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Supply Chain Finance And Blockchain Technology The Case Of Reverse Securitisation
Authors: Erik Hofman, Urs Magnus Strewe, Nicola Bosia
1st Edition
3319623702, 978-3319623702
