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Given the following spot yield curve: Maturity 1 Year 2 Years 3 Years 4 Years YTM 6.0% 6.5% 7.0% 7.5% Using implied forward rates estimate
Given the following spot yield curve: Maturity 1 Year 2 Years 3 Years 4 Years YTM 6.0% 6.5% 7.0% 7.5% Using implied forward rates estimate the yields for 1-year and 2-year spot rates two years from now
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