Given the following zero-coupon bond prices, what is the forward rate agreement rate for a (two year) contract maturing at t = 5? (Answer in percent)

B(0,5) = 0.85 B(0,4) = 0.88 B(0,3) = 0.90 B(0,2) = 0.95 B(0,1) = 0.97

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