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Given the term structure of interest rates in the table below, what is the forward rate between 6 months and 9 months? maturity days rate
Given the term structure of interest rates in the table below, what is the forward rate between 6 months and 9 months?
maturity days | rate |
90 | 4.10% |
180 | 4.65% |
270 | 5.25% |
360 | 5.60% |
answers:
6.303%
5.850%
6.460%
5.717%
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