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Given the following Treasury security data, then what is the best estimate of the one-year implied forward rate three years from now? Years to Maturity
Given the following Treasury security data, then what is the best estimate of the one-year implied forward rate three years from now?
| Years to Maturity | Spot Rate |
| 1 | 5.0% |
| 2 | 4.5% |
| 3 | 4.1% |
| 4 | 3.8% |
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
13th edition
132743469, 978-0132743464
