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Given the following forward rates, calculate the one, two, three and four year spot rates. Forward Time Period: Forward Rate: f0,1 10.0% f1,2 9.5% f2,3
Given the following forward rates, calculate the one, two, three and four year spot rates.
Forward Time Period: Forward Rate:
f0,1 10.0%
f1,2 9.5%
f2,3 9.0%
f3,4 8.5%
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