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Eurodollar quotes for contracts maturing in 280, 371 and 462 days are 96.83, 96.63 and 96.44, respectively. The 280-day LIBOR zero rate is 4.3% (with

Eurodollar quotes for contracts maturing in 280, 371 and 462 days are 96.83, 96.63 and 96.44, respectively. The 280-day LIBOR zero rate is 4.3% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates.

Part 1) What is the 371-day LIBOR zero rate (with continuous compounding)?

Part 2) What is the 462-day LIBOR zero rate (with continuous compounding)?

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